A Generalization of Stationary AR(1) Schemes
S Satheesh, E Sandhya, S Sherly
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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