| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152425 | Statistics & Probability Letters | 2011 | 10 Pages |
Abstract
An autoregressive multivariate stochastic model is constructed which yields a stationary Markov process with a marginal invariant distribution as a multivariate semi-logistic distribution. This model is denoted as an MSL-AR(1) process. Some properties of the MSL-AR(1) process are studied and its characterization is also derived.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hsiaw-Chan Yeh,