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 class L property arises as a consequence of the stationarity of an autoregressive process of order one with innovation. The innovation distribution of the pth order autoregressive Mittag--Leffler (MLAR(p)) process is derived. This gives rise to a specialised class L property. It is shown...

Asymmetric Laplace distributions have received much attention in recent years. It can be used in modeling currency exchange rate, interest rate, stock price changes, etc. But no time-series models with asymmetric Laplace marginal are yet developed. Present work aims at developing autoregressive...

A new class of discrete distributions, namely discrete Mittag-Leffler distributions is introduced and its properties are studied. The discrete Mittag-Leffler distributions are the discrete analogue of Mittag-Leffler distributions and are generalizations of the geometric distribution. First-order...

A new class of first-order autoregressive minification process which generalizes any autoregressive process of first order, is introduced. A necessary and sufficient condition for this process to be stationary is given. Some properties of the process are studied. Second-order extension of the...