On the marginal distribution of a first order autoregressive process

Jeffrey D. Hart

Statistics & Probability Letters, 1984, vol. 2, issue 2, 105-109

Abstract: The question of what marginal distributions are possible for a first order autoregressive process is addressed. Results concerning the possible multimodality of the marginal distribution are obtained.

Keywords: symmetry; multimodality; class; L; distributions; infinitely; divisible; distributions (search for similar items in EconPapers)
Date: 1984
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