ArticleOriginal scientific text
Title
A note on the characterization ofsome minification processes
Authors 1
Affiliations
- Institute of Mathematics and Computer Science, Częstochowa Technical University, Dąbrowskiego 73, 42-201 Częstochowa, Poland
Abstract
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
Keywords
logistic process, maximum stability with random sample size, Pareto process, minification process
Bibliography
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Pages:
425-428
Main language of publication
English
Received
1996-09-30
Published
1997
Exact and natural sciences