In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal …
DM Cifarelli, RP Gupta, K Jayakumar - Statistical Papers, 2010 - Springer
A characterization of Pareto type III distribution is obtained. As a generalization of the Pareto distribution, a new class of distributions called the generalized Pareto distributions is …
In this paper a generalization of the semi-Pareto autoregressive minification process of the first order is given. The necessary and sufficient condition for stationarity of the process is …
MM Ristić - Statistics & probability letters, 2006 - Elsevier
In this paper, we consider a class of stationary bivariate minification processes. The properties of the processes are derived. It is shown that the processes are uniformly mixing …
The thesis is primarily concerned with the construction of non-linear time series models and their applications in real-world data. Non-linear models excel at accommodating non …
In this paper we present a stationary bivariate minification process with Marshall and Olkin exponential distribution. The process is given by X n= K min (X n− 1, Y n− 1, η n 1), Y n= K …
N Balakrishna - Non-Gaussian Autoregressive-Type Time Series, 2022 - Springer
The sequences of non-negative rvs find applications in many areas of the real world. For example, sequence of times to events in survival analysis, the inter-arrival times of events in …
S Lakshmi, P Velvizhi - International Refereed Journal of Engineering and …, 2015 - irjes.com
A Minification process of the first order is given by Xn= K min (Xn-1, εn), n≥ 1, where K> 1 and {εn, n≥ 1} is an innovation process of independent and identically distributed (iid) …
The Lehmann/proportional hazards family of distributions is a well-known family of distributions generated from a given distribution/survival function by raising it by a positive …