Time series models with asymmetric Laplace innovations (Q3070611): Difference between revisions

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+Time series: theory and methods.
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+Random fluctuations of response rate
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+Linnik distributions and processes
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+A new Laplace second-order autoregressive time-series model--NLAR(2)
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+A time-series model using asymmetric Laplace distribution
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+An autoregressive process with geometric \(\alpha\)-Laplace marginals
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+Q4301585
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+The theory of geometric stable distributions and its use in modeling financial data
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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+Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
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+Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
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+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
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+Distribution of linear combination of exponential variates
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+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+The efficiency of the estimators of the parameters in GARCH processes.
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+Least absolute deviations estimation for ARCH and GARCH models
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