A new Laplace second-order autoregressive time-series model--NLAR(2)

DOI10.1109/TIT.1985.1057089zbMath0585.62154MaRDI QIDQ3709712

Peter A. W. Lewis, Lee S. Sen. Dewald

Publication date: 1985

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

Laplace distribution; time-series model; exponential variables; NEAR(2); NLAR(2); second-order autoregressive structure

Mathematics Subject Classification ID

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

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