First-order autoregressive logistic processes

DOI10.2307/3214856zbMATH Open0771.62071OpenAlexW2313390319MaRDI QIDQ5288026FDOQ5288026

Authors: C. H. Sim 

Publication date: 23 August 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214856

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zbMATH Keywords

simulationjoint distributionconditional varianceconditional meanAR(1) modelcorrelation structurebivariate logistic distributionlogistic processes

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (9)

• Autoregressive logistic processes
• A multivariate semi-logistic autoregressive process and its characterization
• Logistic vector random fields with logistic direct and cross covariances
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• Lindley first-order autoregressive model with applications
• Testing nonlinearity of heavy-tailed time series
• Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
• Title not available (Why is that?)
• A generalization and extension of an autoregressive model

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