A new Laplace second-order autoregressive time-series model--NLAR(2)

DOI10.1109/TIT.1985.1057089zbMath0585.62154OpenAlexW2058826359MaRDI QIDQ3709712

Lee S. Sen. Dewald, Peter A. W. Lewis

Publication date: 1985

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1985.1057089

zbMATH Keywords

Laplace distributiontime-series modelexponential variablesNEAR(2)NLAR(2)second-order autoregressive structure

Mathematics Subject Classification ID

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

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