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

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dc.creatorSatheesh, S
dc.creatorSandhya, E
dc.date2006-02-26
dc.date2007-08-09
dc.date.accessioned2026-07-07T08:22:50Z
dc.date.available2026-07-07T08:22:50Z
dc.descriptionThe 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.
dc.descriptionIn journal format, 5 Pages, contents changed
dc.identifierhttps://arxiv.org/abs/math/0602583
dc.identifierhttp://arxiv.org/abs/math/0602583
dc.identifierInt. J. Agri. Statist. Sci., Vol.3, No.1, pp.79-83, 2007
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/135788
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60G18, 60G52, 60G70, 62M10
dc.titleA Max-AR(1) Model with Max-Semistable Marginals
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