An Autoregressive Model with Semi-stable Marginals

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The family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregressive schemes with semi-stable marginals and semi-selfsimilar processes is given.
PDF File, 5 Pages, corrections incorporated and contents changed

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Probability, Statistics Theory, 60 E 07, 60 G 10, 60 G 18, 60 G 51, 62 M 10

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http://salesiana.dossiersoluciones.com/handle/123456789/130970

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0602286
 http://arxiv.org/abs/math/0602286
 ProbStat Models 6, January-2007, p.1-5

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arXiv