\(\alpha\)-Laplace processes

DOI10.1016/0895-7177(95)00105-BzbMath0852.62086OpenAlexW2081341813MaRDI QIDQ1900291

Yanyan Li

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

zbMATH Keywords

autoregressive processesstationary processesnon-Gaussian time seriesfirst-order autoregressive Laplace processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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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