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Max-Semi-Selfdecomposable Laws and Related Processes

S Satheesh·E Sandhya
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Abstract

Methods of construction of Max-semi-selfdecompsable laws are given. Implications of this method in random time changed extremal processes are discussed. Max-autoregressive model is introduced and characterized using the max-semi-selfdecompsable laws and exponential max-semi-stable laws. Max-semi-selfddecomposability of max-semi-stable laws are proved.

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S Satheesh, E Sandhya. 2006-09-05. Max-Semi-Selfdecomposable Laws and Related Processes. https://arxiv.org/abs/math/0503232

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