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First-order autoregressive logistic processes
Part of
C. H. Sim
Journal:

Journal of Applied Probability / Volume 30 / Issue 2 / June 1993

Published online by Cambridge University Press:

14 July 2016, pp. 467-470

Print publication:

June 1993
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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.

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First-order autoregressive logistic processes