Multivariate normal-Laplace distribution and processes
The normal-Laplace distribution is considered and its properties are discussed. A multivariate normal-Laplace distribution is introduced and its properties are studied. First order autoregressive processes with these stationary marginal distributions are developed and studied. A generalized multivar...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2014-12-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | http://rivista-statistica.unibo.it/article/view/4595 |