scientific article; zbMATH DE number 6735574

zbMath1378.62069MaRDI QIDQ5269529

H. Rimsha, Sebastian George, Dais George

Publication date: 27 June 2017

Full work available at URL: http://www.pphmj.com/abstract/10501.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

autoregressive processesEsscher transformationtime series modelingEsscher transformed Laplace distributiongeometric Esscher transformed Laplace distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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