Minification processes and their transformations

DOI10.2307/3214739zbMath0729.60028MaRDI QIDQ3353891

E.McKenzie, Peter A. W. Lewis

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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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