Marshall-Olkin Esscher transformed Laplace distribution and processes
DOI10.1214/11-BJPS163zbMath1483.60028MaRDI QIDQ467867
Publication date: 5 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1361455033
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)
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- Marshall-Olkin \(q\)-Weibull distribution and max-min processes
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- The first-order autoregressive Mittag–Leffler process
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- Saddlepoint Approximations in Statistics
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