Minification processes and their transformations
EAR(1)hazard rateinnovation process of independent and identically distributed random variablesmarginal distributionsmaximum operationMonotonic transformations of minification processesstationary autoregressive Markovian minification processesstationary Markov processtime series
General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Inference from stochastic processes and prediction (62M20)
- A generalized semi-Pareto minification process
- A logistic process constructed using geometric minimization
- Records generated by Markov sequences
- Regenerative simulation of TES processes
- Modelling some stationary Markov processes and related characterizations
- A reversibility relationship
- Moving-maximum models for extrema of time series
- A mixed stationary autoregressive model with exponential marginals
- Impact of dependence on single-server queueing systems
- Renewal theory for extremal Markov sequences of Kendall type
- Random coefficient minification processes
- A geometric minification integer-valued autoregressive model
- Stationary bivariate minification processes
- Four general multivariate stationary extremal Markovian processes
- scientific article; zbMATH DE number 3901744 (Why is no real title available?)
- An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes
- Estimation for the semipareto processes
- scientific article; zbMATH DE number 1031891 (Why is no real title available?)
- A note on the characterization ofsome minification processes
- Parameter Estimation in Minification Processes
- scientific article; zbMATH DE number 1505439 (Why is no real title available?)
- Marshall-Olkin \(q\)-Weibull distribution and max-min processes
- Temporal shaping of simulated time series with cyclical sample paths
- Minification processes with discrete marginals
- A class of max-INAR(1) processes with explanatory variables
- A simple integer-valued bilinear time series model
- Asymptotic properties of extremal Markov processes driven by Kendall convolution
- A new minification integer‐valued autoregressive process driven by explanatory variables
- On the dependence of a minimum autoregressive exponential-type process
- Stochastic volatility models with correlated innovations
- A class of autoregressive processes
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