A note on the characterization ofsome minification processes

Volume 24 / 1997

Wiesław Dziubdziela Applicationes Mathematicae 24 (1997), 425-428 DOI: 10.4064/am-24-4-425-428

Abstract

We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al

Authors

  • Wiesław Dziubdziela

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