Article ID Journal Published Year Pages File Type
1154303 Statistics & Probability Letters 2006 6 Pages PDF
Abstract
Methods to construct max-semi-selfdecompsable laws and their implications in compound extremal processes are discussed. Max-autoregressive model is introduced and characterized using max-semi-selfdecompsable laws. Max-semi-selfdecomposability of max-semi-stable laws is proved.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Max-semi-selfdecomposable laws and related processes
Authors
, ,