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The authors give easy-to-check sufficient conditions for the geometric ergodicity and the finiteness of the moments of a random process xt = φ(xt−1, . . . , xt−p)+ tσ(xt−1, . . . , xt−q) in which φ : IR → IR, σ : IR → IR and ( t) is a sequence of independent and identically distributed random variables. They deduce strong mixing properties for this class of(More)
The shape of the commonly used distributions in extreme value analysis is determined by either a specific functional form or a shape parameter. In this paper, we develop a family of distributions which uses two parameters to determine the shape: a balance parameter to control symmetry and a tail order parameter to control the thickness of the tail and(More)
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