The following pages link to Pareto processes (Q3806623):
Displaying 30 items.
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes (Q451377) (← links)
- Marshall-Olkin \(q\)-Weibull distribution and max-min processes (Q451459) (← links)
- A multivariate semi-logistic autoregressive process and its characterization (Q553089) (← links)
- Marshall-Olkin bivariate Weibull distributions and processes (Q657083) (← links)
- Paretian Poisson processes (Q927203) (← links)
- A class of autoregressive processes (Q945761) (← links)
- A generalized semi-Pareto minification process (Q1015460) (← links)
- A logistic process constructed using geometric minimization (Q1119298) (← links)
- Logistic and semi-logistic processes (Q1196852) (← links)
- A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\) (Q1262611) (← links)
- Bivariate semi-Pareto distributions and processes (Q1360289) (← links)
- Modelling some stationary Markov processes and related characterizations (Q1372420) (← links)
- A mixed stationary autoregressive model with exponential marginals (Q1685294) (← links)
- A class of stationary Markov processes (Q1861796) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- Pareto processes (Q2734959) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Estimation for the semipareto processes (Q4216595) (← links)
- Parameter Estimation in Minification Processes (Q4428264) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- General Multivariate Weibull Processes (Q4921632) (← links)
- On a new generalization of Pareto distribution and its applications (Q5088042) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- (Q5701626) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
- Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)
- A stationary proportional hazard class process and its applications (Q6643676) (← links)