Multivariate generalized Laplace distribution and related random fields
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Publication:690958
DOI10.1016/j.jmva.2012.02.010zbMath1260.60100OpenAlexW2110589526MaRDI QIDQ690958
Krzysztof Podgórski, Tomasz J. Kozubowski, Igor Rychlik
Publication date: 29 November 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.010
Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Probability distributions: general theory (60E05) Sample path properties (60G17)
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