Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (Q2489809)

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Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
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    Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (English)
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    28 April 2006
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    Autoregressive process
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    \(\alpha\)-Laplace distribution
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    Geometric infinite divisibility
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    Geometric Pakes generalized Linnik distribution
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    Pakes generalized Linnik distribution
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    Self decomposability
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    Time series modeling
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