Max-semi-selfdecomposable laws and related processes
S. Satheesh and
E. Sandhya
Statistics & Probability Letters, 2006, vol. 76, issue 14, 1435-1440
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: Max-stability; Max-semi-stability; Max-selfdecomposability; Max-semi-selfdecomposability; Max-infinite; divisibility; Semi-selfdecomposability; Extremal; process; Lévy; process; Laplace; transform (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:14:p:1435-1440
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