Bivariate semi \(\alpha \)-Laplace distribution and processes

DOI10.1007/s00362-006-0014-7zbMath1168.62050OpenAlexW2001117251MaRDI QIDQ1015457

J. Martínez

Publication date: 8 May 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0014-7

zbMATH Keywords

functional equationsautoregressive processesLinnik distributiongeometric compoundssemi \(\alpha \)-Laplace distributionssemi stable distributions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

An estimation procedure for the Linnik distribution ⋮ Random self-decomposability and autoregressive processes ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ A characterization of the innovations of first order autoregressive models

Cites Work

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• A note on the Linnik distributions
• \(\alpha\)-Laplace processes
• Semi - α - laplace distributions
• A new Laplace second-order autoregressive time-series model--NLAR(2)
• Simulation of weibull and gamma autoregressive stationary process
• First-order autoregressive gamma sequences and point processes
• A new autoregressive time series model in exponential variables (NEAR(1))
• The first-order autoregressive Mittag–Leffler process
• First-order autoregressive models for gamma and exponential processes

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