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arXiv · 0704.3304

On the Marginal Distributions of Stationary AR(1) Sequences

S Satheesh·E Sandhya
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Abstract

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.

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S Satheesh, E Sandhya. 2007-04-25. On the Marginal Distributions of Stationary AR(1) Sequences. https://arxiv.org/abs/0704.3304

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