A note on certain integral equations associated with nonlinear time series analysis (Q1067156)

We consider the integral equation in h \[ h(y)=\int_{{\mathbb{R}}^ n}f(y-\hat Tx)h(x)dx, \] where \(f\) is a p.d.f. and \(\hat T:\) \({\mathbb{R}}^ n\to {\mathbb{R}}^ n\). It is well known that explicit solutions rarely exist. However, it is shown in this paper that, if certain symmetry exists, the above equation sometimes admits an explicit solution. Illustrations are included.