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A Generalization of Stationary AR(1) Schemes

S Satheesh·E Sandhya·S Sherly
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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.

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BibTeXRIS

S Satheesh, E Sandhya, S Sherly. 2007-05-05. A Generalization of Stationary AR(1) Schemes. https://arxiv.org/abs/math/0507535

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