A multivariate semi-logistic autoregressive process and its characterization

Author:

Yeh Hsiaw-Chan

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Autoregressive logistic processes;Arnold;Journal of Applied Probability,1989

2. A characterization of the Pareto process among stationary stochastic processes of the form Xn=cmin(Xn−1,Yn);Arnold;Statistics & Probability Letters,1989

3. Handbook of the Logistic Distribution;Arnold,1992

4. Logistic and semi-logistic processes;Arnold;Journal of Computational and Applied Mathematics,1992

5. Bradley, R.C., 2005, Basic properties of strong mixing conditions. A survey and some open questions, 2, 107–144.

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1. Four general multivariate stationary extremal Markovian processes;Communications in Statistics - Simulation and Computation;2016-10-21

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