First-order autoregressive logistic processes

DOI10.2307/3214856zbMath0771.62071OpenAlexW2313390319MaRDI QIDQ5288026

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

zbMATH Keywords

simulationjoint distributionconditional variancecorrelation structureconditional meanAR(1) modelbivariate logistic distributionlogistic processes

Mathematics Subject Classification ID

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

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