An exponential Markovian stationary process

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(29)

A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
Modelling some stationary Markov processes and related characterizations
Moving-maximum models for extrema of time series
A mixed stationary autoregressive model with exponential marginals
A class of stationary Markov processes
Stationary GE-process and its application in analyzing gold price data
Random coefficient minification processes
A geometric minification integer-valued autoregressive model
Stationary bivariate minification processes
The Lomax generator of distributions: properties, minification process and regression model
Estimation of the mean of some stationary markov sequences
A generalization to bivariate Mittag-Leffler and bivariate discrete Mittag-Leffler autoregressive processes
Stationary max-stable processes with the Markov property
Estimation for the semipareto processes
Parameter Estimation in Minification Processes
On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes
Marshall-Olkin \(q\)-Weibull distribution and max-min processes
General multivariate Weibull processes
A stationary Weibull process and its applications
Marshall-Olkin bivariate Weibull distributions and processes
On the construction of stationary processes and random fields
A stationary proportional hazard class process and its applications
On generalized Gauss hypergeometric distribution
Exponential stochastic volatility model with Laplace returns and its variants
On the dependence of a minimum autoregressive exponential-type process
P-min-stable regression models for time series with extreme values of limited range
Intervened exponential autoregressive model and it’s applications
A class of autoregressive processes
On a generalization to Marshall-Olkin scheme and its application to Burr type XII distribution

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