Arnold, Barry C.; Robertson, C. A. Autoregressive logistic processes. (English) Zbl 0687.60068 J. Appl. Probab. 26, No. 3, 524-531 (1989). Summary: 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 H.-C. Yeh and the present authors [J. Appl. Probab. 25, No. 2, 291–301 (1988; Zbl 0658.62101)]. The model may be constructed to have absolutely continuous joint distributions. Analogous higher-order autoregressive and moving average processes may be constructed. Cited in 1 ReviewCited in 10 Documents MSC: 60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) 60G10 Stationary stochastic processes Keywords:stationary Markov process; autoregressive Pareto processes; moving average processes Citations:Zbl 0658.62101 PDFBibTeX XMLCite \textit{B. C. Arnold} and \textit{C. A. Robertson}, J. Appl. Probab. 26, No. 3, 524--531 (1989; Zbl 0687.60068) Full Text: DOI