Bivariate discrete Linnik distribution

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...

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Bibliographic Details
Main Authors: Davis Antony Mundassery, K. Jayakumar
Format: Article
Language:English
Published: University of Bologna 2014-10-01
Series:Statistica
Subjects:
Online Access:http://rivista-statistica.unibo.it/article/view/4497
Description
Summary: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.
ISSN:0390-590X
1973-2201