A product autoregressive model with log-Laplace marginal distribution

DOI10.6092/issn.1973-2201/3650zbMath1453.62361OpenAlexW1586294872MaRDI QIDQ5148606

K. K. Jose, Manu Mariam Thomas

Publication date: 4 February 2021

Full work available at URL: https://doaj.org/article/4fb464fa62914ae6be73a74b4c7b2e72

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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