1ST-ORDER AUTOREGRESSIVE LOGISTIC PROCESSES

Authors
SIM CH
Citation
Ch. Sim, 1ST-ORDER AUTOREGRESSIVE LOGISTIC PROCESSES, Journal of Applied Probability, 30(2), 1993, pp. 467-470
Citations number
4
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
30
Issue
2
Year of publication
1993
Pages
467 - 470
Database
ISI
SICI code
0021-9002(1993)30:2<467:1ALP>2.0.ZU;2-3
Abstract
We propose an AR(1) model that can be used to generate logistic proces ses. The proposed model has simple probability and correlation structu re that can accommodate the full range of attainable correlation. The correlation structure and the joint distribution of the proposed model are given, as well as their conditional mean and variance.