A Generalization of Stationary AR(1) Schemes

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dc.creatorSatheesh, S
dc.creatorSandhya, E
dc.creatorSherly, S
dc.date2005-07-26
dc.date2007-05-05
dc.date.accessioned2026-07-07T07:59:25Z
dc.date.available2026-07-07T07:59:25Z
dc.descriptionHere we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/ extreme-semi-selfdecomposable or, sum/ extreme stable with respect to Harris distribution.
dc.description13 pages, corrections made including typos, added journal reference, PDF format
dc.identifierhttps://arxiv.org/abs/math/0507535
dc.identifierhttp://arxiv.org/abs/math/0507535
dc.identifierStatistical Methods, 2006, 8(2), 213-225
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/128361
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60 E 07, 60 G 10, 62 E 10, 62 M 10
dc.titleA Generalization of Stationary AR(1) Schemes
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