\(\alpha\)-Laplace processes
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Publication:1900291
DOI10.1016/0895-7177(95)00105-BzbMath0852.62086OpenAlexW2081341813MaRDI QIDQ1900291
Publication date: 12 November 1996
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(95)00105-b
autoregressive processesstationary processesnon-Gaussian time seriesfirst-order autoregressive Laplace processes
Related Items (9)
Generalized Laplacian Distributions and Autoregressive Processes ⋮ An autoregressive process with geometric \(\alpha\)-Laplace marginals ⋮ Random self-decomposability and autoregressive processes ⋮ Generalized normal-Laplace AR process ⋮ Autoregressive processes with normal-Laplace marginals ⋮ A characterization of the innovations of first order autoregressive models ⋮ Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals ⋮ Bivariate semi \(\alpha \)-Laplace distribution and processes ⋮ A class of stationary Markov processes
Cites Work
- A note on Linnik's distribution
- Semi-Pareto processes
- Semi - α - laplace distributions
- A new Laplace second-order autoregressive time-series model--NLAR(2)
- The score statistic for regression transformation
- First-order autoregressive gamma sequences and point processes
- The first-order autoregressive Mittag–Leffler process
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