13 citations · 71 across the 27 of their papers we have counts for
4 papers · 2 filters
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.
Semi-Selfdecomposable Laws in the Minimum Scheme
S Satheesh, E Sandhya
We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be…
A Max-AR(1) Model with Max-Semistable Marginals
S Satheesh, E Sandhya
The structure of stationary first order max-autoregressive schemes with max-semi-stable marginals is studied. A connection between semi-selfsimilar extremal processes and this max-…
An Autoregressive Model with Semi-stable Marginals
S Satheesh, E Sandhya
The family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregres…