Bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions are introduced. Some properties of these distributions are studied. First order autoregressive processes with bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions as marginals are introduced and studied.

An overview of some statistical concepts using simple time series models: Stationarity, mean reversion, autocorrelation, impulse responses, autoregressive processes, stability. A section on simulating white noise, random walk, autoregressive processes comments on results in …le Simple_simul.xls. Lack of stationarity is illustrated, and impulse response functions are computed for processes with ...

A general flexible framework for Network Autoregressive Processes (NAR) is developed, wherein the response of each node in network linearly depends on its past values, a prespecified linear combination neighboring nodes and set node-specific covariates. The corresponding coefficients are node-specific, can accommodate heavier than Gaussian errors with spatial-autoregressive, factor-based, or ce...