An autoregressive process with geometric \(\alpha\)-Laplace marginals
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Publication:1884788
DOI10.1007/BF02777576zbMath1050.62094MaRDI QIDQ1884788
Publication date: 5 November 2004
Published in: Statistical Papers (Search for Journal in Brave)
autoregressive processes; limit properties; Laplace distributions; time series modelling; Linnik distributions; \(\alpha\)-Laplace distributions; geometric \(\alpha\)-Laplace distributions; geometric Laplace distributions
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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