A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn−1, Yn)-Reference-Cited by-同舟云学术

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A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn−1, Yn)

Published:1989-09 Issue:4 Volume:8 Page:377-380
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Arnold Barry C.,Hallett J.Terry

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference2 articles.

1. An exponential Markovian stationary process;Valadares-Tavares;J. Appl. Probab.,1980

2. Pareto processes;Yeh;J. Appl. Probab.,1987

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