Geodesic
A note on the characterization ofsome minification processes
Applicationes Mathematicae, Tome 24 (1997) no. 4, pp. 425-428

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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
DOI : 10.4064/am-24-4-425-428
Keywords: logistic process, maximum stability with random sample size, Pareto process, minification process

Wiesław Dziubdziela 1

1 
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Wiesław Dziubdziela. A note on the characterization ofsome minification processes. Applicationes Mathematicae, Tome 24 (1997) no. 4, pp. 425-428. doi: 10.4064/am-24-4-425-428

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