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
收藏
页码:305 / 313
页数:8
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