Autoregressive processes with normal-Laplace marginals
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Publication:951199
DOI10.1016/J.SPL.2008.02.026zbMATH Open1146.62066OpenAlexW2011392143MaRDI QIDQ951199FDOQ951199
Authors: K. K. Jose, Lishamol Tomy, J. Sreekumar 
Publication date: 30 October 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.026
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Cited In (20)
- Characteristic function-based hypothesis tests under weak dependence
- Generalized Laplacian distributions and autoregressive processes
- A note on an integer valued time series model with Poisson-negative binomial marginal distribution
- A product autoregressive model with log-Laplace marginal distribution
- Marshall-Olkin Esscher transformed Laplace distribution and processes
- Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
- A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data
- Lindley first-order autoregressive model with applications
- Autoregressive Point Processes as Latent State-Space Models: A Moment-Closure Approach to Fluctuations and Autocorrelations
- AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS
- Estimation of Parameters in the NLAR(p) Model
- Generalized normal-Laplace AR process
- On Construction and Simulation of Autoregressive Sources With Near-Laplace Marginals
- Random self-decomposability and autoregressive processes
- On normal-Laplace stochastic volatility model
- An autoregressive process with geometric \(\alpha\)-Laplace marginals
- A new Laplace second-order autoregressive time-series model--NLAR(2)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multivariate normal-Laplace distribution and processes
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