Generalized normal-Laplace AR process
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Publication:923864
DOI10.1016/j.spl.2009.04.003zbMath1166.62069OpenAlexW2057805092MaRDI QIDQ923864
Publication date: 24 July 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.003
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Exact distribution theory in statistics (62E15)
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