General multivariate Weibull processes

DOI10.1080/03610926.2012.727940MaRDI QIDQ4921632zbMATH OpenOpenAlexFDO

Authors Hsiaw-Chan Yeh

Publication date 13 May 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.727940

zbMATH Keywords

Autoregressive GMW-AR(1) processCharacterizationsGeneral multivariate Weibull distributionGMWLevel upcrossingsMinification processMoving-average GMW-MA(q) processStationary

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Exact distribution theory in statistics (62E15)

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Cites work

• An exponential Markovian stationary process
• Autoregressive logistic processes
• Characterizations of the general multivariate Weibull distributions
• Fitting a multivariate failure time distribution
• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• Marshall-Olkin bivariate Weibull distributions and processes
• Multivariate distributions having Weibull properties
• Multivariate semi-Weibull distributions
• Parameter Estimation in Minification Processes
• Pareto processes
• Semi-Pareto processes
• Simulation of weibull and gamma autoregressive stationary process

Cited in

(7)

• MARM processes. I: General theory
• Stationary bivariate minification processes
• Count Distribution for Generalized Weibull Duration with Applications
• Four general multivariate stationary extremal Markovian processes
• scientific article; zbMATH DE number 1112750 (Why is no real title available?)
• scientific article; zbMATH DE number 2058081 (Why is no real title available?)
• A multivariate semi-logistic autoregressive process and its characterization

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