Generalized Mehler Semigroup on White Noise Functionals and White Noise Evolution Equations

by Un Cig Ji, Mi Ra Lee, Peng Cheng Ma
Published 2020-06-01

Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) $\operatorname{AR}(p)$ model based on Laplace(a,b) $\operatorname{Laplace}(a,b)$

by Haiyan Xuan, Lixin Song, Un Cig Ji, Yan Sun, Tianjiao Dai
Published 2018-09-01