First-order autoregressive logistic processes

DOI10.2307/3214856MaRDI QIDQ5288026zbMATH OpenOpenAlexFDO

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

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)

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(9)

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• A generalization and extension of an autoregressive model

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