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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