Semi-Pareto processes

DOI10.2307/3214880zbMATH Open0727.60039OpenAlexW2333837981MaRDI QIDQ3349686FDOQ3349686

Authors: R. N. Pillai 

Publication date: 1991

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214880

Recommendations

• A generalized semi-Pareto minification process
• Bivariate semi-Pareto distributions and processes
• Estimation for the semipareto processes
• Pareto processes
• On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes

zbMATH Keywords

canonical representationAsymptotic properties of the maximum and minimumSemi-Pareto processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General second-order stochastic processes (60G12)

Cited In (28)

• Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions
• Estimation for the semipareto processes
• A multivariate semi-logistic autoregressive process and its characterization
• General multivariate Weibull processes
• Marshall-Olkin bivariate Weibull distributions and processes
• Parameter Estimation in Minification Processes
• Title not available (Why is that?)
• Three general multivariate semi-Pareto distributions and their characterizations
• Modelling some stationary Markov processes and related characterizations
• Logistic and semi-logistic processes
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes
• Maximum stability and a generalization
• A generalized semi-Pareto minification process
• Specialised class \(L\) property and stationary autoregressive process
• Multivariate semi-Weibull distributions
• Multivariate semi-logistic distributions
• Bivariate semi-Pareto distributions and processes
• Testing nonlinearity of heavy-tailed time series
• Pareto processes
• Univariate and multivariate Pareto models
• A stationary proportional hazard class process and its applications
• A mixed stationary autoregressive model with exponential marginals
• A stationary Weibull process and its applications
• A class of stationary Markov processes
• On a new generalization of Pareto distribution and its applications
• \(\alpha\)-Laplace processes
• Stationary GE-process and its application in analyzing gold price data

This page was built for publication: Semi-Pareto processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3349686)