Esscher-transformed Laplace distribution revisited
type: Item
instance of: scholarly article
title: Esscher-transformed Laplace distribution revisited
zbMATH Open document ID: 1366.60043
DOI: 10.1214/15-BJPS287
author: Tomasz J. Kozubowski
author: Krzysztof Podgórski
published in: Brazilian Journal of Probability and Statistics
publication date: 2016-10-06T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1469807220
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 6633267
zbMATH Keywords: asymmetric Laplace law
zbMATH Keywords: Esscher transform
zbMATH Keywords: skew double-exponential distribution
MaRDI profile type: MaRDI publication profile
cites work: Q4481937
cites work: Marshall-Olkin Esscher transformed Laplace distribution and processes
cites work: A time-series model using asymmetric Laplace distribution
cites work: Q2723273
cites work: Random self-decomposability and autoregressive processes
OpenAlex ID: W2500113546
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description: scientific article; zbMATH DE number 6633267