Autoregressive logistic processes
Keyword(s):
A stochastic model is presented which yields a stationary Markov process whose invariant distribution is logistic. The model is autoregressive in character and is closely related to the autoregressive Pareto processes introduced earlier by Yeh et al. (1988). The model may be constructed to have absolutely continuous joint distributions. Analogous higher-order autoregressive and moving average processes may be constructed.
1989 ◽
Vol 26
(03)
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pp. 524-531
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1988 ◽
Vol 25
(02)
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pp. 313-321
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1994 ◽
Vol 42
(8)
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pp. 2197-2200
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2006 ◽
Vol 18
(10)
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pp. 2414-2464
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1996 ◽
Vol 15
(3)
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pp. 343-359
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2014 ◽
Vol 420
(1)
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pp. 66-76
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