A note on the characterization ofsome minification processes
Dziubdziela, Wiesław
Applicationes Mathematicae, Tome 24 (1997), p. 425-428 / Harvested from The Polish Digital Mathematics Library
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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

Publié le : 1997-01-01
EUDML-ID : urn:eudml:doc:219182 
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     title = {A note on the characterization ofsome minification processes},
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     volume = {24},
     year = {1997},
     pages = {425-428},
     zbl = {0892.60076},
     language = {en},
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Dziubdziela, Wiesław. A note on the characterization ofsome minification processes. Applicationes Mathematicae, Tome 24 (1997) pp. 425-428. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv24i4p425bwm/

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