\(\alpha\)-Laplace processes

DOI10.1016/0895-7177(95)00105-BzbMath0852.62086MaRDI 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 processes; stationary processes; non-Gaussian time series; first-order autoregressive Laplace processes

Mathematics Subject Classification ID

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

Related Items

Generalized normal-Laplace AR process, Autoregressive processes with normal-Laplace marginals, Bivariate semi \(\alpha \)-Laplace distribution and processes, A class of stationary Markov processes, An autoregressive process with geometric \(\alpha\)-Laplace marginals, Random self-decomposability and autoregressive processes, A characterization of the innovations of first order autoregressive models, Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals, Generalized Laplacian Distributions and Autoregressive Processes

Cites Work

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