An autoregressive process with geometric \(\alpha\)-Laplace marginals (Q1884788): Difference between revisions

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Revision as of 06:06, 5 March 2024

scientific article
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An autoregressive process with geometric \(\alpha\)-Laplace marginals
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    An autoregressive process with geometric \(\alpha\)-Laplace marginals (English)
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    5 November 2004
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    autoregressive processes
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    geometric Laplace distributions
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    geometric \(\alpha\)-Laplace distributions
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    Laplace distributions
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    \(\alpha\)-Laplace distributions
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    Linnik distributions
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    limit properties
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    time series modelling
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