First order autoregressive semi-a-Lailace process

Authors

  • K. Jayakumar Cochin University of Science and Technology

DOI:

https://doi.org/10.6092/issn.1973-2201/1066

Abstract

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

Issue

Vol. 57 No. 4 (1997)

Section

Articles

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