Autoregressive processes with normal-Laplace marginals
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Publication:951199
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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
- Marshall-Olkin Esscher transformed Laplace distribution and processes
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- Lindley first-order autoregressive model with applications
- Autoregressive Point Processes as Latent State-Space Models: A Moment-Closure Approach to Fluctuations and Autocorrelations
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- Estimation of Parameters in the NLAR(p) Model
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