Semi-Selfdecomposable Laws and Related Processes

Simple item page
dc.creatorSatheesh, S
dc.creatorSandhya, E
dc.date2004-12-30
dc.date2006-09-05
dc.date.accessioned2026-07-07T08:06:38Z
dc.date.available2026-07-07T08:06:38Z
dc.descriptionIn this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these distributions. Its implications in subordination and selfdecomposability of Levy processes are given. The discrete analogues of these processes are also discussed.
dc.descriptionRevised, as in the journal format
dc.identifierhttps://arxiv.org/abs/math/0412546
dc.identifierhttp://arxiv.org/abs/math/0412546
dc.identifierJournal of the Indian Statistical Association, 2005, Vol.43, 157-166
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130675
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60 E 07; 60 G 10; 60 G 18; 60 G 51; 60 G 52; 62 E 10; 62 M 10
dc.titleSemi-Selfdecomposable Laws and Related Processes
dc.typetext

Files

Collections

arXiv