An autoregressive process with geometric \(\alpha\)-Laplace marginals
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Publication:1884788
DOI10.1007/BF02777576zbMath1050.62094MaRDI QIDQ1884788
Publication date: 5 November 2004
Published in: Statistical Papers (Search for Journal in Brave)
autoregressive processeslimit propertiesLaplace distributionstime series modellingLinnik distributions\(\alpha\)-Laplace distributionsgeometric \(\alpha\)-Laplace distributionsgeometric Laplace distributions
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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