An Autoregressive Process for Beta Random Variables
提出了两个具有Beta边缘分布的一阶自回归过程，系数为Beta随机变量，研究了其自相关函数和二元Beta分布，对模拟应用有参考价值。
Two stationary first-order autoregressive processes with Beta marginal distributions are presented. They are both linear, additive processes but the coefficients are Beta random variables. Their autocorrelation functions are investigated: one is positive and the other alternates in sign. The usefulness of the models in simulation is discussed. The Bivariate Beta distributions of two consecutive observations are considered in some detail. Several examples are given, including a Bivariate Uniform process which is also examined in detail. The relationship of these Bivariate Beta distributions to the Dirichlet distribution is discussed.