On the Marginal Distributions of Stationary AR(1) Sequences

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dc.creatorSatheesh, S
dc.creatorSandhya, E
dc.date2007-04-25
dc.date.accessioned2026-07-07T07:58:09Z
dc.date.available2026-07-07T07:58:09Z
dc.descriptionIn 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.
dc.description4 pages, in .pdf format, submitted
dc.identifierhttps://arxiv.org/abs/0704.3304
dc.identifierhttp://arxiv.org/abs/0704.3304
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127904
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E07, 60E10, 62M10, 60G10
dc.titleOn the Marginal Distributions of Stationary AR(1) Sequences
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