Title of article :
α-Laplace processes
Author/Authors :
Jayakumar، نويسنده , , K. and Kalyanaraman، نويسنده , , K. and Pillai، نويسنده , , R.N.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
First-order autoregressive α-Laplace process is introduced and studied as a generalization of the Laplace processes of Lawrance [1] and Dewald and Lewis [2].
Keywords :
Laplace process , Stationary process , Autoregressive process , Non-Gaussian time series
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling
