LOGISTIC AND SEMI-LOGISTIC PROCESSES

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:40

Article

ARNOLD, BC

关键词: MIN-STABLE DISTRIBUTION;    MIN-GEOMETRIC STABLE DISTRIBUTION;    AUTOREGRESSIVE PROCESSES;    MULTIVARIATE LOGISTIC DISTRIBUTION;   

DOI  :  10.1016/0377-0427(92)90101-3

来源: Elsevier

【 摘 要 】

Random geometric minima of logistic random variables are again logistic. Certain multivariate logistic distributions share this property. This phenomenon is exploited to develop and study a variety of stationary k-dimensional processes with logistic marginals and semi-logistic marginals.

【 授权许可】

Free