Generalized normal-Laplace AR process (Q923864): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.04.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2057805092
@@ Property / OpenAlex ID: W2057805092 / rank @@
+Normal rank
@@ Property / cites work @@
+Linnik distributions and processes
@@ Property / cites work: Linnik distributions and processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5526518
@@ Property / cites work: Q5526518 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Linnik's distribution
@@ Property / cites work: A note on Linnik's distribution / rank @@
+Normal rank
@@ Property / cites work @@
+First-order autoregressive gamma sequences and point processes
+Normal rank
@@ Property / cites work @@
+\(\alpha\)-Laplace processes
@@ Property / cites work: \(\alpha\)-Laplace processes / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive processes with normal-Laplace marginals
+Normal rank
@@ Property / cites work @@
+Asymmetric Laplace laws and modeling financial data
+Normal rank
@@ Property / cites work @@
+On the shapes of bilateral gamma densities
@@ Property / cites work: On the shapes of bilateral gamma densities / rank @@
+Normal rank
@@ Property / cites work @@
+Bilateral gamma distributions and processes in financial mathematics
+Normal rank
@@ Property / cites work @@
+Q3908259
@@ Property / cites work: Q3908259 / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential moving-average sequence and point process (EMA1)
+Normal rank
@@ Property / cites work @@
+Q3783397
@@ Property / cites work: Q3783397 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959266
@@ Property / cites work: Q3959266 / rank @@
+Normal rank
@@ Property / cites work @@
+A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+On noncentral generalized Laplacianness of quadratic forms in normal variables
+Normal rank
@@ Property / cites work @@
+The residual effect of a growth‐decay mechanism and the distributions of covariance structures
+Normal rank
@@ Property / cites work @@
+Geometric Lévy process \& MEMM pricing model and related estimation problems
+Normal rank
@@ Property / cites work @@
+Error Distribution for Gene Expression Data
@@ Property / cites work: Error Distribution for Gene Expression Data / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian–Laplace Motion and Its Use in Financial Modelling
+Normal rank
@@ Property / cites work @@
+The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
+Normal rank
@@ Property / cites work @@
+An autoregressive process with geometric \(\alpha\)-Laplace marginals
+Normal rank
@@ Property / cites work @@
+Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
+Normal rank
@@ Property / cites work @@
+Q5756425
@@ Property / cites work: Q5756425 / rank @@
+Normal rank