A logistic process constructed using geometric minimization

Barry C. Arnold

Statistics & Probability Letters, 1988, vol. 7, issue 3, 253-257

Abstract: 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.

Keywords: Geometric; minimization; Pareto; processes; exponential; processes (search for similar items in EconPapers)
Date: 1988
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