Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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The Ordering of Hitting Times of Multivariate Processes

  • Published : 1996.12.01
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Abstract

In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.

Keywords

References

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