Logistic processes involving markovian minimization |
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| Authors: | Barry C. Arnold |
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| Affiliation: | Department of Statistics , University of California , Riverside, CA, 92521-0138 |
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| Abstract: | The class of logistic processes involving geometric minimization introduced by Arnold (1989) is extended by replacing the Bernoulli sequence used in the definition of the process by a Markovian (0,1) sequence. A more flexible range of dependence structures is thus introduced. Parameter estimation and related processes are discussed. |
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| Keywords: | logistic marginals stationary processes pareto process exponential process |
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