Add to ORKGWe introduce an autoregressive process called generalized normal-Laplace autoregressive process with generalized normal-Laplace distribution [Reed, W. J., 2007. Brownian-Laplace motion and its use in financial modelling. Comm. Statist. Theory Methods, 36, 473-484], as stationary marginal distribution. Various properties of the distribution and the processes are discussed. The innovation structure is derived and estimation of parameters is addressed. Sample path behaviour, distribution of sums and the joint distribution of contiguous observations, etc. are studied. An algorithm for the generation of the process is also given as appendix.
The article of record as published may be found at https://doi.org/10.1109/TIT.1985.1057089A time-se...
Laplace motion is a Levy process built upon Laplace distributions. Non Gaussian stochastic fields th...
This thesis develops the theory of continuous-time generalized AR(1) processes and presents their u...
The normal-Laplace distribution is considered and its properties are discussed. A multivariate norma...
The normal-Laplace (NL) distribution results from convolving independent normally distributed and La...
The log-Laplace distribution and its properties are considered. Some important properties like multi...
Abstract. A new Lévy motion with both continuous (Brownian) and discontin-uous (Laplace motion) com...
AbstractMultivariate Laplace distribution is an important stochastic model that accounts for asymmet...
Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and h...
The Marshall-Olkin Generalised Asymmetric Laplace distribution is introduced and studied. An approxi...
In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce an...
An autoregressive process of order one with double Lindley distribution as marginal is introduced. A...
First order autoregressive process with semi-a-Laplace marginal distributions is developed. This ext...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
A time-series model for Laplace (double-exponential) variables having second-order autoregressive st...
The article of record as published may be found at https://doi.org/10.1109/TIT.1985.1057089A time-se...
Laplace motion is a Levy process built upon Laplace distributions. Non Gaussian stochastic fields th...
This thesis develops the theory of continuous-time generalized AR(1) processes and presents their u...
The normal-Laplace distribution is considered and its properties are discussed. A multivariate norma...
The normal-Laplace (NL) distribution results from convolving independent normally distributed and La...
The log-Laplace distribution and its properties are considered. Some important properties like multi...
Abstract. A new Lévy motion with both continuous (Brownian) and discontin-uous (Laplace motion) com...
AbstractMultivariate Laplace distribution is an important stochastic model that accounts for asymmet...
Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and h...
The Marshall-Olkin Generalised Asymmetric Laplace distribution is introduced and studied. An approxi...
In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce an...
An autoregressive process of order one with double Lindley distribution as marginal is introduced. A...
First order autoregressive process with semi-a-Laplace marginal distributions is developed. This ext...
In this paper we show that particular Gibbs sampler Markov processes can be modified to an autoregre...
A time-series model for Laplace (double-exponential) variables having second-order autoregressive st...
The article of record as published may be found at https://doi.org/10.1109/TIT.1985.1057089A time-se...
Laplace motion is a Levy process built upon Laplace distributions. Non Gaussian stochastic fields th...
This thesis develops the theory of continuous-time generalized AR(1) processes and presents their u...