Multivariate generalized Laplace distribution and related random fields

DOI10.1016/J.JMVA.2012.02.010MaRDI QIDQ690958zbMATH OpenOpenAlexFDO

Authors Tomasz J. Kozubowski, Krzysztof Podgórski, Igor Rychlik

Publication date 29 November 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.02.010

zbMATH Keywords

Laplace distributionmoving average processesBessel function distributionstochastic field

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields (60G60) Stationary stochastic processes (60G10) Sample path properties (60G17)

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