Abstract.
Marshall-Olkin bivariate semi-Pareto distribution (MO-BSP) and Marshall-Olkin bivariate Pareto distribution (MO-BP) are introduced and studied. AR(1) and AR(k) time series models are developed with minification structure having MO-BSP stationary marginal distribution. Various characterizations are investigated.
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Acknowledgements. The authors thank the Editor and the referee for their valuable suggestions which led to an improved version of the original paper. The first author is grateful to the University Grants Commission of India for the support under Teacher Fellowship Scheme.
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Thomas, A., Jose, K. Bivariate semi-Pareto minification processes. Metrika 59, 305–313 (2004). https://doi.org/10.1007/s001840300287
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DOI: https://doi.org/10.1007/s001840300287