On a minimum correlation problem

Lennart Bondesson

Statistics & Probability Letters, 2003, vol. 62, issue 4, 361-370

Abstract: A stationary sequence of Bernoulli(p) distributed variables is considered. For a general class of 1-dependent sequences the minimum and the maximum of the lag 1 autocorrelation is found. The correlation is never below -1/3 and attains this value only for certain values of p.

Keywords: Bernoulli; variables; Bochner; theorem; Minimum; and; maximum; correlation; 1-Dependency; Stationary; sequence (search for similar items in EconPapers)
Date: 2003
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