Max-Semi-Selfdecomposable Laws and Related Processes

Details Max-Semi-Selfdecomposable Laws and Related Processes Max-Semi-Selfdecomposable Laws and Related Processes

2005-03-12

arxiv.org/abs/math/0503232v2

Statistics and Probability Letters, 2006, 76, 1435-1440

Mathematics

Probability

contents in section.4 changed, references updated

Scientific paper

Methods of construction of Max-semi-selfdecompsable laws are given.
Implications of this method in random time changed extremal processes are
discussed. Max-autoregressive model is introduced and characterized using the
max-semi-selfdecompsable laws and exponential max-semi-stable laws.
Max-semi-selfddecomposability of max-semi-stable laws are proved.

Affiliated with

Also associated with

No associations

Rating

Max-Semi-Selfdecomposable Laws and Related Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Max-Semi-Selfdecomposable Laws and Related Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Max-Semi-Selfdecomposable Laws and Related Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-452738