latest issue
 
Issue LXVI - N. 2 (2008)
 
 
N. BOUZAR - S. SATHEESH
Comments on Alfa-decomposability
SUMMARY
It is shown that the class of £-decomposable distributions of Lo`eve (1945) provides all the possible marginal distributions for stationary first-order autoregressive (AR(1)) processes. Integer-valued AR(1) processes are paid special attention. In that context, discrete Alfa -decomposable distributions are introduced and characterized by limit properties. Several examples are discussed.
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