A generalization of random self-decomposability

Abstract

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to ${\mathbf{Z}}_{+}$-valued distributions.

7 pages

References in corpus (1)

• A further generalization of random self-decomposability