مرکز منطقه ای اطلاع رساني علوم و فناوري - A time-series model using asymmetric Laplace distribution

Title of article :

A time-series model using asymmetric Laplace distribution

Author/Authors :

K. Jayakumar، نويسنده , , A.P. Kuttykrishnan، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

1636

To page :

1640

Keywords :

Autoregressive process , Asymmetric Laplace distribution , Geometric stable distribution , Geometric infinite divisibility

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

141077

Link To Document :