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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
34 articles.
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