Abstract
We propose an AR(1) model that can be used to generate logistic processes. The proposed model has simple probability and correlation structure 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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference4 articles.
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Cited by
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