Multivariate normal-Laplace distribution and processes

DOI10.6092/ISSN.1973-2201/4595zbMath1307.62142OpenAlexW1603982801MaRDI QIDQ5177295

Manu Mariam Thomas, K. K. Jose

Publication date: 11 March 2015

Full work available at URL: https://doi.org/10.6092/issn.1973-2201/4595

zbMATH Keywords

autoregressive processesmultivariate geometric generalized normal-Laplacemultivariate geometric normal-Laplace distributionmultivariate normal-Laplace distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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