A multivariate semi-logistic autoregressive process and its characterization

DOI10.1016/J.SPL.2011.03.039MaRDI QIDQ553089zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Multivariate semi-logistic distributions
• Autoregressive logistic processes
• On bivariate logistic distributions and processes
• First-order autoregressive logistic processes
• General multivariate Weibull processes

Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
• scientific article; zbMATH DE number 53363 (Why is no real title available?)
• scientific article; zbMATH DE number 3523004 (Why is no real title available?)
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• A characterization of the Pareto process among stationary stochastic processes of the form \(X_ n=c\,\min (X_{n-1},Y_ n)\)
• Autoregressive logistic processes
• Basic properties of strong mixing conditions. A survey and some open questions
• Bivariate Logistic Distributions
• Logistic and semi-logistic processes
• Multivariate semi-logistic distributions
• Pareto processes
• Semi-Pareto processes
• Weak dependence. With examples and applications.

Cited in

(5)

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

This page was built for publication: A multivariate semi-logistic autoregressive process and its characterization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q553089)