On the Marginal Distributions of Stationary AR(1) Sequences

Details On the Marginal Distributions of Stationary AR(1) Sequences On the Marginal Distributions of Stationary AR(1) Sequences

2007-04-25

arxiv.org/abs/0704.3304v1

Mathematics

Probability

4 pages, in .pdf format, submitted

Scientific paper

In this note we correct an omission in our paper (Satheesh and Sandhya, 2005)
in defining semi-selfdecomposable laws and also show with examples that the
marginal distributions of a stationary AR(1) process need not even be
infinitely divisible.

Affiliated with

Also associated with

No associations

Rating

On the Marginal Distributions of Stationary AR(1) Sequences does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the Marginal Distributions of Stationary AR(1) Sequences, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the Marginal Distributions of Stationary AR(1) Sequences will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-707096