Maximum likelihood estimation of asymmetric Laplace parameters

DOI10.1023/A:1022467519537zbMath1047.62021OpenAlexW1496360957MaRDI QIDQ1870353

Tomasz J. Kozubowski, Samuel Kotz, Krzysztof Podgórski

Publication date: 11 May 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022467519537

zbMATH Keywords

mathematical financeLaplace distributiondouble exponential distributiongeometric stable lawrandom summationskew Laplace distribution

Mathematics Subject Classification ID

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