-Laplace processes
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Publication:1900291
DOI10.1016/0895-7177(95)00105-BzbMATH Open0852.62086OpenAlexW2081341813MaRDI QIDQ1900291FDOQ1900291
Authors: 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
Recommendations
stationary processesautoregressive processesnon-Gaussian time seriesfirst-order autoregressive Laplace processes
Cites Work
- A note on Linnik's distribution
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- A new Laplace second-order autoregressive time-series model--NLAR(2)
- First-order autoregressive gamma sequences and point processes
- Semi - α - laplace distributions
- The first-order autoregressive Mittag–Leffler process
- Semi-Pareto processes
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- The score statistic for regression transformation
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Cited In (13)
- Generalized Laplacian distributions and autoregressive processes
- Title not available (Why is that?)
- Autoregressive processes with normal-Laplace marginals
- A characterization of the innovations of first order autoregressive models
- Bivariate semi \(\alpha \)-Laplace distribution and processes
- S\(\alpha\)S \(M(t)\)-processes and their canonical representations
- Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
- \(\alpha\) -self-similar Markov processes
- Generalized normal-Laplace AR process
- β-Jacobi processes
- Random self-decomposability and autoregressive processes
- A class of stationary Markov processes
- An autoregressive process with geometric \(\alpha\)-Laplace marginals
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