Title of article :
Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
Author/Authors :
V. Seetha Lekshmi، نويسنده , , K.K. Jose، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
Geometric Pakes generalizedLinnik distribution , Time series modeling , a-Laplace distribution , Self decomposability , Autoregressive process , Pakes generalized Linnik distribution , Geometric infinite divisibility
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters