Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (Q2489809)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals |
scientific article |
Statements
Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (English)
0 references
28 April 2006
0 references
Autoregressive process
0 references
\(\alpha\)-Laplace distribution
0 references
Geometric infinite divisibility
0 references
Geometric Pakes generalized Linnik distribution
0 references
Pakes generalized Linnik distribution
0 references
Self decomposability
0 references
Time series modeling
0 references
0 references