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An autoregressive process with geometric α-laplace marginals

Author

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  • V. Lekshmi
  • K. Jose

Abstract

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Suggested Citation

  • V. Lekshmi & K. Jose, 2004. "An autoregressive process with geometric α-laplace marginals," Statistical Papers, Springer, vol. 45(3), pages 337-350, July.
    • Handle: RePEc:spr:stpapr:v:45:y:2004:i:3:p:337-350
    DOI: 10.1007/BF02777576
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    Citations

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    Cited by:

    1. Jose, K.K. & Tomy, Lishamol & Sreekumar, J., 2008. "Autoregressive processes with normal-Laplace marginals," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2456-2462, October.
    2. Lekshmi, V. Seetha & Jose, K.K., 2006. "Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 318-326, February.
    3. Halvarsson, Daniel, 2013. "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers 216, The Ratio Institute.
    4. Kozubowski, Tomasz J. & Podgórski, Krzysztof, 2010. "Random self-decomposability and autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1606-1611, November.
    5. Tomy, Lishamol & Jose, K.K., 2009. "Generalized normal-Laplace AR process," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1615-1620, July.

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