Minification processes and their transformations

DOI10.2307/3214739zbMath0729.60028OpenAlexW2091873172MaRDI QIDQ3353891

E.McKenzie, Peter A. W. Lewis

Publication date: 1991

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214739

zbMATH Keywords

time seriesmarginal distributionshazard ratestationary Markov processEAR(1)innovation process of independent and identically distributed random variablesmaximum operationMonotonic transformations of minification processesstationary autoregressive Markovian minification processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) General second-order stochastic processes (60G12) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Prediction theory (aspects of stochastic processes) (60G25)

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