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math.PR2007
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…
math.PR2007
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.