A Max-AR(1) Model with Max-Semistable Marginals

Details A Max-AR(1) Model with Max-Semistable Marginals A Max-AR(1) Model with Max-Semistable Marginals

2006-02-26

arxiv.org/abs/math/0602583v2

Int. J. Agri. Statist. Sci., Vol.3, No.1, pp.79-83, 2007

Mathematics

Probability

In journal format, 5 Pages, contents changed

Scientific paper

The structure of stationary first order max-autoregressive schemes with
max-semi-stable marginals is studied. A connection between semi-selfsimilar
extremal processes and this max-autoregressive scheme is discussed resulting in
their characterizations. Corresponding cases of max-stable and selfsimilar
extremal processes are also discussed.

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