Geometric Gamma Max-Infinitely Divisible Models

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dc.creatorSatheesh, S.
dc.creatorSandhya, E.
dc.date2008-01-14
dc.date.accessioned2026-07-07T08:54:20Z
dc.date.available2026-07-07T08:54:20Z
dc.descriptionA transformation of gamma max-infinitely divisible laws viz. geometric gamma max-infinitely divisible laws is considered in this paper. Some of its distributional and divisibility properties are discussed and a random time changed extremal process corresponding to this distribution is presented. A new kind of invariance (stability) under geometric maxima is proved and a max-AR(1) model corresponding to it is also discussed.
dc.description6 Pages
dc.identifierhttps://arxiv.org/abs/0801.2083
dc.identifierhttp://arxiv.org/abs/0801.2083
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145892
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E05, 60F05, 60G70, 62M10
dc.titleGeometric Gamma Max-Infinitely Divisible Models
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