\(\alpha\)-Laplace processes
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Publication:1900291
DOI10.1016/0895-7177(95)00105-BzbMath0852.62086MaRDI QIDQ1900291
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
autoregressive processes; stationary processes; non-Gaussian time series; first-order autoregressive Laplace processes
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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