2007/04/25 by S. Satheesh, S Satheesh, Satheesh, S +2
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60E07 #60E10 #60G10 #62M10 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #math.ST #msc:60E07 #msc:60E10 #msc:60G10 #msc:62M10 #stat.TH
paper · pdf · doi:10.48550/arxiv.0704.3304
4 pages, in .pdf format, submitted
arxiv created 2007/04/25 · openalex publication_date 2007/04/25 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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 a stationary AR(1) process need not even be infinitely divisible.