Open Access
Research Article·pp. 1657–1681·Vol. 27, Issue 8Nov 2024
A max-autoregressive process based on Marshall-Olkin new Pareto-type distribution
M. Shirozhan, A. Saadati Nik, A. Asgharzadeh, Hassan S. Bakouch, M. Mohammadpour
Published Online: 18 Dec 2024DOI: 10.47974/JSMS-1236
In this paper: A new autoregressive process with Marshall-Olkin new Pareto-type (MOPT) marginal distribution is recommended in this paper. The distribution of the extremes with closure property, estimation via the m...
