Abstract
The markovian sequence Xi = k max(Xi-1, Yi), i≥1, 0<k<1, X0 a random variable with distribution function H0, and {Yi}i≥1 a sequence of independent, identically distributed random variables, independent of X0, with d.f. F, is considered in this paper, as the genesis of a model for which statistical inference is developed, under stationarity conditions.
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© 1990 Physica-Verlag Heidelberg
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Gomes, M.I. (1990). Statistical Inference in an Extremal Markovian Model. In: Momirović, K., Mildner, V. (eds) Compstat. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-50096-1_39
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DOI: https://doi.org/10.1007/978-3-642-50096-1_39
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0475-1
Online ISBN: 978-3-642-50096-1
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