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Semi-Pareto processes

Published online by Cambridge University Press:  14 July 2016

R. N. Pillai
R. N. Pillai*
Affiliation:
University of Kerala
*
∗Postal address: Department of Statistics, University of Kerala, Kariavattom 695 581, Trivandram, India.
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Abstract

Semi-Pareto processes, of which Pareto processes form a proper sub-class, are discussed here. A semi-Pareto process has semi-Pareto inputs. Asymptotic properties of the maximum and minimum of the first n observations are examined as well as the geometric maximum and geometric minimum. A characterization of the semi-Pareto distribution is given. A canonical representation of a special class of Pareto process is also given.

Keywords

AUTOREGRESSIVE PROCESSPARETO DISTRIBUTIONINFINITELY DIVISIBLE DISTRIBUTIONS
Type
Short Communications
Information
Journal of Applied Probability , Volume 28 , Issue 2 , June 1991 , pp. 461 - 465
Copyright
Copyright © Applied Probability Trust 1991 

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References

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