A product autoregressive model with log-Laplace marginal distribution

DOI10.6092/ISSN.1973-2201/3650MaRDI QIDQ5148606zbMATH OpenOpenAlexFDO

Authors K. K. Jose, Manu Mariam Thomas

Publication date 4 February 2021

Full work available at URL https://doaj.org/article/4fb464fa62914ae6be73a74b4c7b2e72

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• scientific article; zbMATH DE number 2079171 (Why is no real title available?)
• scientific article; zbMATH DE number 7108722 (Why is no real title available?)
• Random products and product auto-regression

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