-Laplace processes

DOI10.1016/0895-7177(95)00105-BMaRDI QIDQ1900291zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stationary processesautoregressive processesnon-Gaussian time seriesfirst-order autoregressive Laplace processes

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4046935 (Why is no real title available?)
• scientific article; zbMATH DE number 4088742 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3030058 (Why is no real title available?)
• A new Laplace second-order autoregressive time-series model--NLAR(2)
• A note on Linnik's distribution
• First-order autoregressive gamma sequences and point processes
• Semi - α - laplace distributions
• Semi-Pareto processes
• The first-order autoregressive Mittag–Leffler process
• The score statistic for regression transformation

Cited in

(13)

• \(\alpha\) -self-similar Markov processes
• Autoregressive processes with normal-Laplace marginals
• Generalized normal-Laplace AR process
• A class of stationary Markov processes
• An autoregressive process with geometric \(\alpha\)-Laplace marginals
• Generalized Laplacian distributions and autoregressive processes
• A characterization of the innovations of first order autoregressive models
• S\(\alpha\)S \(M(t)\)-processes and their canonical representations
• Random self-decomposability and autoregressive processes
• scientific article; zbMATH DE number 4042937 (Why is no real title available?)
• Bivariate semi \(\alpha \)-Laplace distribution and processes
• β-Jacobi processes
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals

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