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.

Issue

Vol. 57 No. 4 (1997)

Section

Articles

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