A multivariate semi-logistic autoregressive process and its characterization

DOI10.1016/j.spl.2011.03.039zbMath1228.60029OpenAlexW2033777598MaRDI QIDQ553089

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

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

Related Items (1)

Four general multivariate stationary extremal Markovian processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Basic properties of strong mixing conditions. A survey and some open questions
• 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
• Weak dependence. With examples and applications.
• Bivariate Logistic Distributions
• Semi-Pareto processes
• Pareto processes
• Autoregressive logistic processes

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