A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn−1, Yn)
- 30 September 1989
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 8 (4) , 377-380
- https://doi.org/10.1016/0167-7152(89)90047-3
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- An exponential Markovian stationary processJournal of Applied Probability, 1980