Marginal Distributions of Autoregressive Processes

Publisher Website

1 January 1983

conference paper
Published by Springer Nature

p. 127-135
https://doi.org/10.1007/978-94-009-7013-7_12

Abstract

No abstract available

Keywords

This publication has 6 references indexed in Scilit:

First-order autoregressive gamma sequences and point processes
Advances in Applied Probability, 1980
The mixed exponential solution to the first-order autoregressive model
Journal of Applied Probability, 1980
Some further results in infinite divisibility
Mathematical Proceedings of the Cambridge Philosophical Society, 1977
On the infinite divisibility of the lognormal distribution
Scandinavian Actuarial Journal, 1977
On certain self-decomposable distributions
Probability Theory and Related Fields, 1977
On the infinite divisbility of the Pareto distribution
Scandinavian Actuarial Journal, 1977