A logistic process constructed using geometric minimization

A new stationary process with logistic marginals is described. The construction involves dependent geometric minima of independent logistic random variables. Closely related Pareto and exponential processes are introduced.

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Year of publication:	1988
Authors:	Arnold, Barry C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1988, 3, p. 253-257
Publisher:	Elsevier
Keywords:	Geometric minimization Pareto processes exponential processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138149