Multivariate Marshall and Olkin Exponential Minification Process
A stationary bivariate minification process with bivariate Marshall-Olkin exponential distribution that was earlier studied by Miroslav et al is in this paper extended to multivariate minification process with multivariate Marshall and Olkin exponential distribution as its stationary marginal distribution. The innovation and the joint distributions of random vectors (Xn (1), Xn (2) ,..., Xn (k)) and (X (1) n-j, (X(2) n-j,..., X(k) n-j), j >0, are presented. The autocovariance and the autocorrelation matrices are developed. Lastly, the unknown parameters are estimated and their asymptotic properties are also investigated in this research work.
Keywords: Ergodic; Estimation; Minification process; Multivariate Marshall and Olkin Exponential Distribution; uniformly mixing.