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A time-series model using asymmetric Laplace distribution

Author
JAYAKUMAR, K1 ; KUTTYKRISHNAN, A. P2
[1] Department of Statistics, University of Calicut, Calicut University (P.O), Kerala 673635, India
[2] Department of Statistics, Sir Syed College, Taliparamba, Kerala 670142, India
Source

Statistics & probability letters. 2007, Vol 77, Num 16, pp 1636-1640, 5 p ; ref : 1/4 p

CODEN
SPLTDC
ISSN
0167-7152
Scientific domain
Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Asymmetric Laplace distribution Autoregressive process Geometric infinite divisibility Geometric stable distribution
Keyword (fr)
Bourse valeurs Fonction répartition Loi géométrique Loi marginale Modèle autorégressif Méthode statistique Processus autorégressif Série temporelle Taux change Taux intérêt Théorie probabilité 60E05 60E07 62E17 62M10
Keyword (en)
Stock exchange Distribution function Geometric distribution Marginal distribution Autoregressive model Statistical method Autoregressive processes Time series Exchange rate Interest rate Probability theory
Keyword (es)
Bolsa valores Función distribución Ley geométrica Ley marginal Modelo autorregresivo Método estadístico Serie temporal Tasa cambio Tasa interés Teoría probabilidad
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19108690

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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