Far East Journal of Theoretical Statistics
Volume 9, Issue 2, Pages 117 - 132
(March 2003)
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MARSHALL-OLKIN PARETO PROCESSES
Alice Thomas (India) and K. K. Jose (India)
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Abstract: Marshall-Olkin Pareto and Marshall-Olkin semi-Pareto
distributions are introduced and studied. AR(1) and AR(k) time series
models are developed with minification structure, having these stationary
marginal distributions. Various characterizations are also obtained. |
Keywords and phrases: Marshall-Olkin Pareto family, geometric extreme stability, autoregressive
processes, time series models, characterizations. |
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