Bivariate discrete Linnik distribution

Autor: Davis Antony Mundassery, K. Jayakumar
Jazyk: angličtina
Rok vydání: 2014
Předmět:
Zdroj: Statistica, Vol 73, Iss 4, Pp 423-436 (2014)
Druh dokumentu: article
ISSN: 0390-590X
1973-2201
DOI: 10.6092/issn.1973-2201/4497
Popis: Christoph and Schreiber (1998a) studied the discrete analogue of positive Linnik distribution and obtained its characterizations using survival function. In this paper, we introduce a bivariate form of the discrete Linnik distribution and study its distributional properties. Characterizations of the bivariate distribution are obtained using compounding schemes. Autoregressive processes are developed with marginals follow the bivariate discrete Linnik distribution.
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