TY - JOUR AU - Nitha, Kunnathully Unnikrishnan AU - Krishnarani , Sreekrishnanilayam Devakiamma PY - 2021/01/01 Y2 - 2024/03/28 TI - On a Class of Time Series Model with Double Lindley Distribution as Marginals JF - Statistica JA - Stat VL - 81 IS - 4 SE - Articles DO - 10.6092/issn.1973-2201/10411 UR - https://rivista-statistica.unibo.it/article/view/10411 SP - 365-382 AB - An autoregressive process of order one with double Lindley distribution as marginal is introduced. A mixture distribution is obtained for the innovation process. Analytical properties of the process are discussed. The parameters of the process are estimated and simulation studies are done. Practical application of the process is discussed with the help of a real data set. ER -