Bivariate discrete Linnik distribution

Abstract

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.

Keywords

• Autoregressive process
• Discrete Linnik distribution
• Discrete Mittag-Leffler distribution Linnik distribution
• Negative Binomial compounding
• Quasi factorial gamma distribution