Max-Semi-Selfdecomposable Laws and Related Processes
Probability
2007-06-13 v2 Statistics Theory
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.math/0503232,
title = {Max-Semi-Selfdecomposable Laws and Related Processes},
author = {S Satheesh and E Sandhya},
journal= {arXiv preprint arXiv:math/0503232},
year = {2007}
}
Comments
contents in section.4 changed, references updated