A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
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Publication:1262611
DOI10.1016/0167-7152(89)90047-3zbMath0686.60029OpenAlexW1971437685WikidataQ100384450 ScholiaQ100384450MaRDI QIDQ1262611
J. Terry Hallett, Barry C. Arnold
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90047-3
Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)
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