Semi-Pareto processes

DOI10.2307/3214880MaRDI QIDQ3349686zbMATH OpenOpenAlexFDO

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

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)

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(28)

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• A multivariate semi-logistic autoregressive process and its characterization
• Estimation for the semipareto processes
• Marshall-Olkin bivariate Weibull distributions and processes
• General multivariate Weibull processes
• Parameter Estimation in Minification Processes
• scientific article; zbMATH DE number 2058076 (Why is no real title available?)
• Three general multivariate semi-Pareto distributions and their characterizations
• Logistic and semi-logistic processes
• Modelling some stationary Markov processes and related characterizations
• On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• 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
• Pareto processes
• Testing nonlinearity of heavy-tailed time series
• Univariate and multivariate Pareto models
• A mixed stationary autoregressive model with exponential marginals
• A stationary proportional hazard class process and its applications
• A stationary Weibull process and its applications
• A class of stationary Markov processes
• On a new generalization of Pareto distribution and its applications
• -Laplace processes
• Stationary GE-process and its application in analyzing gold price data

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