Esscher transformed and geometric Esscher transformed Laplace processes (Q5269529)
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scientific article; zbMATH DE number 6735574
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Esscher transformed and geometric Esscher transformed Laplace processes |
scientific article; zbMATH DE number 6735574 |
Statements
27 June 2017
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autoregressive processes
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Esscher transformation
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Esscher transformed Laplace distribution
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geometric Esscher transformed Laplace distribution
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time series modeling
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0.8121491074562073
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0.791118860244751
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0.7785927057266235
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0.7490403056144714
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0.7467314004898071
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