Hostname: page-component-6898cfcb55-zsp5v Total loading time: 0 Render date: 2026-11-11T03:08:08.345Z Has data issue: false hasContentIssue false
  • English
  • Français

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.
Get accessRights & Permissions [Opens in a new window]

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

Information

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

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

Feller, W. (1966) An Introduction to Probability Theory and its Applications, Vol. II. Wiley, New York.Google Scholar
Kagan, A. M., Linnik, Yu. V. and Rao, C. R. (1973) Characterization Problems in Mathematical Statistics. Wiley, New York.Google Scholar
Pillai, R. N. (1971) Semi-stable laws as limit distributions. Ann. Math. Statist. 42, 780–783.Google Scholar
Voorn, W. J. (1987) Characterization of the logistic and loglogistic distributions by extreme value related stability with random sample size. J. Appl. Prob. 24, 838–851.10.2307/3214209Google Scholar
Yeh, H. C., Arnold, B. C. and Robertson, C. A. (1988) Pareto processes. J. Appl. Prob. 25, 291–301.Google Scholar