A Generalization of Stationary AR(1) Schemes
arXiv:math/0507535
Abstract
Here 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.
13 pages, corrections made including typos, added journal reference, PDF format