Keywords:-

Keywords: AR(1) models, Max-Min processes, Marshall-Olkin q-exponential distribution, q-exponential distribution.

Article Content:-

Abstract

In this paper we review the q-exponential distribution and its properties. Distributions of extreme order statistics are obtained. The Marshall-Olkin q-exponential distribution is developed and studied in detail. Estimation of parameters is also discussed. AR(1) models and max-min AR(1) models are developed and sample path properties are explored. These can be used for modeling time series data on river flow, dam levels, finance and exchange rates.

References:-

References

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Thomas, C., & Lekshmi V., S. (2020). Marshall-Olkin q-Exponential Processes. International Journal Of Mathematics And Computer Research, 8(07), 2096-2105. https://doi.org/10.33826/ijmcr/v8i7.05