Pareto processes

DOI10.2307/3214437zbMath0658.62101OpenAlexW4245803159MaRDI QIDQ3806623

Christopher Robertson, Hsiaw-Chan Yeh, Barry C. Arnold

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3214437

zbMATH Keywords

geometric distributionautocorrelationstrict stationarityautoregressive processextremal processesbivariate Pareto distributionsgeometric minimamaximum and minimum processesasymptotically exponentialabsolutely continuous version of the Pareto processasymptotically WeibullPareto distributed marginalssynchronous counting process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10)

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