Minification processes
By: Peter A. W. Lewis, Ed McKenzie
Contributors: McKenzie, Edward; Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1988
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 21
Subjects: TIME SERIES ANALYSIS
Other titles: NPS-55-88-010.
Description: It is shown that the autoregressive, Markovian minification processes introduced by Tavares      and Sim can be extended to marginal distributions other than the exponential and Weibull      distributions. Necessary ans sufficient conditions on the hazard rate of the marginal      distributions are given for a minification process to exist. Results are given for the derivation      of the autocorrelation function; these correct the expression for the Weibull given by Sim.      Monotonic transformations of the minification processes are also discussed and generate a      whole new class of autoregressive processes with fixed marginal distributions. Processes      generated by a maximum operation are also introduced and a comparison of three different      Markovian processes with uniform marginal distributions are given. Keywords: Time series,      Distribution functions, Biovariate distributions. (KR)
Notes: Cover title.

"NPS-55-88-010."

"September 1988."

AD-A202 219.

Includes bibliographical references (p. 18-19)

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