Random self-decomposability and autoregressive processes
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Publication:1957153
DOI10.1016/j.spl.2010.06.014zbMath1213.60035OpenAlexW2136907510MaRDI QIDQ1957153
Krzysztof Podgórski, Tomasz J. Kozubowski
Publication date: 24 September 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.014
geometric infinite divisibilityLaplace distributionnon-Gaussian time seriesLinnik distributiongeometric stable law
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability distributions: general theory (60E05)
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