Multivariate generalized Laplace distribution and related random fields
DOI10.1016/J.JMVA.2012.02.010zbMATH Open1260.60100OpenAlexW2110589526MaRDI QIDQ690958FDOQ690958
Authors: Tomasz J. Kozubowski, Krzysztof Podgórski, Igor Rychlik 
Publication date: 29 November 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.010
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Probability distributions: general theory (60E05) Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields (60G60) Stationary stochastic processes (60G10) Sample path properties (60G17)
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