4 papers
Geometric Gamma Max-Infinitely Divisible Models
S. Satheesh, E. Sandhya
A transformation of gamma max-infinitely divisible laws viz. geometric gamma max-infinitely divisible laws is considered in this paper. Some of its distributional and divisibility…
On the Marginal Distributions of Stationary AR(1) Sequences
S Satheesh, E Sandhya
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…
Non-Negative Integer-Valued Semi-Selfsimilar Processes
S Satheesh, E Sandhya
Non-negative integer-valued semi-selfsimilar processes are introduced. Levy processes in this class are characterized. Its relation to an AR(1) scheme is derived.
A Generalization and Extension of an Autoregressive Model
S Satheesh, E Sandhya, K E Rajasekharan
Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.