Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (Q2489809)
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scientific article; zbMATH DE number 5020933
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| English | Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals |
scientific article; zbMATH DE number 5020933 |
Statements
Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (English)
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28 April 2006
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Autoregressive process
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\(\alpha\)-Laplace distribution
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Geometric infinite divisibility
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Geometric Pakes generalized Linnik distribution
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Pakes generalized Linnik distribution
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Self decomposability
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Time series modeling
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0.91950953
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0.8904878
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0.8886825
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0.88589764
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0.88448036
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