A note on the characterization ofsome minification processes
Tom 24 / 1997
Applicationes Mathematicae 24 (1997), 425-428
DOI: 10.4064/am-24-4-425-428
Streszczenie
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
