A Max-AR(1) Model with Max-Semistable Marginals

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The structure of stationary first order max-autoregressive schemes with max-semi-stable marginals is studied. A connection between semi-selfsimilar extremal processes and this max-autoregressive scheme is discussed resulting in their characterizations. Corresponding cases of max-stable and selfsimilar extremal processes are also discussed.
In journal format, 5 Pages, contents changed

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Probability, Statistics Theory, 60G18, 60G52, 60G70, 62M10

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http://salesiana.dossiersoluciones.com/handle/123456789/135788

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0602583
 http://arxiv.org/abs/math/0602583
 Int. J. Agri. Statist. Sci., Vol.3, No.1, pp.79-83, 2007

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