Bivariate semi-Pareto minification processes

被引：0

作者：

Alice Thomas

K.K. Jose

机构：

[1] Vimala College,Department of Statistics

[2] St. Thomas College,Department of Statistics

来源：

Metrika | 2004年 / 59卷

关键词：

MO-BSP distribution; Autoregressive minification processes of order 1 and k; Characterizations;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Marshall-Olkin bivariate semi-Pareto distribution (MO-BSP) and Marshall-Olkin bivariate Pareto distribution (MO-BP) are introduced and studied. AR(1) and AR(k) time series models are developed with minification structure having MO-BSP stationary marginal distribution. Various characterizations are investigated.

引用

页码：305 / 313

页数：8

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