The maximal value of the two-correlation for two-valued stationary one-dependent processes with fixed probability α of a single symbol is determined. We show that the process attaining this bound is unique except when α=1/2, when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty