Title of article :
Preservation of generalized bathtub-shaped functions
Author/Authors :
Savits، Thomas H. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
Block, Savits and Singh previously presented a preservation result for bathtub-shaped functions. In this paper, we strengthen and extend their results to a class of functions which allow for more than one change of monotonicity. Various applications are also considered
Keywords :
nonlinear time series , exponential smoothing , Markovian noise sequence , uniform ergodicity , Markov process of order 2 , Markovian innovations
Journal title :
JOURNAL OF APPLIED PROBABILITY
Journal title :
JOURNAL OF APPLIED PROBABILITY