文章基本信息

标题：First order autoregressive semi-a-Lailace process
作者：K. Jayakumar
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：1997
卷号：57
期号：4
DOI：10.6092/issn.1973-2201/1066
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：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.