Bivariate semi-Pareto minification processes

Alice Thomas () and K.K. Jose ()

Metrika: International Journal for Theoretical and Applied Statistics, 2004, vol. 59, issue 3, 305-313

Abstract: 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. Copyright Springer-Verlag 2004

Keywords: MO-BSP distribution; Autoregressive minification processes of order 1 and k; Characterizations (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://hdl.handle.net/10.1007/s001840300287 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:59:y:2004:i:3:p:305-313

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s001840300287

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().