On the Marginal Distributions of Stationary AR(1) Sequences

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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.
4 pages, in .pdf format, submitted

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Probability, Statistics Theory, 60E07, 60E10, 62M10, 60G10

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http://salesiana.dossiersoluciones.com/handle/123456789/127904

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0704.3304
 http://arxiv.org/abs/0704.3304

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arXiv