Minification processes and their transformations
DOI10.2307/3214739zbMath0729.60028MaRDI QIDQ3353891
Publication date: 1991
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214739
time series; marginal distributions; hazard rate; stationary Markov process; EAR(1); innovation process of independent and identically distributed random variables; maximum operation; Monotonic transformations of minification processes; stationary autoregressive Markovian minification processes
62M20: Inference from stochastic processes and prediction
60G12: General second-order stochastic processes
60J05: Discrete-time Markov processes on general state spaces
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60G25: Prediction theory (aspects of stochastic processes)
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