Extending the correlation structure of exponential autoregressive–moving-average processes

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Abstract
Some recent constructions for the generation of dependent sequences of identically distributed negative exponential random variables with specific correlation structures are generalized. This is achieved by attributing a correlation structure to the binary sequence which controls the generation of the exponentials. The procedure causes the autocorrelation function of the exponential sequence to copy that of the binary sequence and thus be extended to include negative values and other values beyond the usual range.

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