A multivariate semi-logistic autoregressive process and its characterization

DOI10.1016/J.SPL.2011.03.039zbMATH Open1228.60029OpenAlexW2033777598MaRDI QIDQ553089FDOQ553089

Authors: Hsiaw-Chan Yeh 

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.039

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zbMATH Keywords

characterizationmaximization processesMSL\(^{(1)}\)-AR(1)MSL\(^{(2)}\)-AR(1) processesmultivariate semi-logistic distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Inequalities; stochastic orderings (60E15) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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• Basic properties of strong mixing conditions. A survey and some open questions
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• Weak dependence. With examples and applications.
• Bivariate Logistic Distributions
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• Pareto processes
• Semi-Pareto processes
• Autoregressive logistic processes
• Logistic and semi-logistic processes
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• Multivariate semi-logistic distributions

Cited In (5)

• Autoregressive logistic processes
• Four general multivariate stationary extremal Markovian processes
• On the stationary marginal distributions of subclasses of multivariate setar processes of order one
• On bivariate logistic distributions and processes
• Multivariate semi-logistic distributions

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