First order autoregressive semi-a-Lailace process
DOI:
https://doi.org/10.6092/issn.1973-2201/1066Abstract
First order autoregressive process with semi-a-Laplace marginal distributions is developed. This extends the Linnik process of Anderson and Arnold (1993). Extensions to higher orders are also discussed.How to Cite
Jayakumar, K. (1997). First order autoregressive semi-a-Lailace process. Statistica, 57(4), 455–463. https://doi.org/10.6092/issn.1973-2201/1066
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