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Showing 1 to 1 of 1 for “"GMOL Model"”.
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
… the geometric Marshall-Olkin Lomax distribution (GMOL). A related model for a geometric maximum of IID exponential observations was introduced by Kozubowski and Panorska (2008) and has proven useful in areas such as finance, hydrology and climate. However, the existence of heavy tails in …