Zobrazeno 1 - 10
of 91
pro vyhledávání: '"Sandhya, E"'
Autor:
Sandhya, E., Pillai, R. N.
Publikováno v:
Journal of the Kerala Statistical Association, Vol. 10, December 1999, p. 01-07
The notion of geometric version of an infinitely divisible law is introduced. Concepts parallel to attraction and partial attraction are developed and studied in the setup of geometric summing of random variables.
Comment: 7 pages
Comment: 7 pages
Externí odkaz:
http://arxiv.org/abs/1409.4022
Autor:
Satheesh, S., Sandhya, E.
Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal processes
Externí odkaz:
http://arxiv.org/abs/1405.4782
Autor:
Satheesh, S, Sandhya, E
The notion of random self-decomposability is generalized further. The notion is then extended to non-negative integer-valued distributions.
Comment: 7 pages, submitted
Comment: 7 pages, submitted
Externí odkaz:
http://arxiv.org/abs/1010.0602
Autor:
Satheesh, S, Sandhya, E
The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then exte
Externí odkaz:
http://arxiv.org/abs/1009.5141
Autor:
Satheesh, S., Sandhya, E.
A transformation of gamma max-infinitely divisible laws viz. geometric gamma max-infinitely divisible laws is considered in this paper. Some of its distributional and divisibility properties are discussed and a random time changed extremal process co
Externí odkaz:
http://arxiv.org/abs/0801.2083
Autor:
Satheesh, S, Sandhya, E
In this note we correct an omission in our paper (Satheesh and Sandhya, 2005) in defining semi-selfdecomposable laws and also show with examples that the marginal distributions of a stationary AR(1) process need not even be infinitely divisible.
Externí odkaz:
http://arxiv.org/abs/0704.3304
Autor:
Satheesh, S, Sandhya, E
Non-negative integer-valued semi-selfsimilar processes are introduced. Levy processes in this class are characterized. Its relation to an AR(1) scheme is derived.
Comment: Contents changed, reference added, 7 pages, remark.2.1 replaces remark.2.
Comment: Contents changed, reference added, 7 pages, remark.2.1 replaces remark.2.
Externí odkaz:
http://arxiv.org/abs/math/0703346
Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.
Comment: 10 pages, in .pdf format, submitted
Comment: 10 pages, in .pdf format, submitted
Externí odkaz:
http://arxiv.org/abs/math/0611878
Autor:
Satheesh, S, Sandhya, E
We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be semi-selfdecomposable in this scheme. Methods for deriving this class
Externí odkaz:
http://arxiv.org/abs/math/0604146
Autor:
Satheesh, S, Sandhya, E
Publikováno v:
Int. J. Agri. Statist. Sci., Vol.3, No.1, pp.79-83, 2007
The structure of stationary first order max-autoregressive schemes with max-semi-stable marginals is studied. A connection between semi-selfsimilar extremal processes and this max-autoregressive scheme is discussed resulting in their characterization
Externí odkaz:
http://arxiv.org/abs/math/0602583