On the Marginal Distributions of Stationary AR(1) Sequences
arXiv:0704.3304
Abstract
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