Marginal Laplace and Linnik Processes

Marginal Laplace and Linnik Processes

Authors

  • Jayakumar K
  • A P Kuttykrishnan

Keywords:

Autoregressive process, Geometric stable law, Laplace distribution, Linnik distribution, Operator geometric stable law

Abstract

Kozubowski et al. (2005) introduced and studied a class of multivariate distributions called operator geometric stable (OGS) laws by generalizing operator stable and geometric stable laws and as a special case they studied marginal Laplace and Linnik (MLL) distributions. In this paper, corresponding to MLL distributions time series models with autoregressive structure is developed and some properties of the process are discussed.

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Published

2015-12-01

How to Cite

1.
K J, A P K. Marginal Laplace and Linnik Processes: Marginal Laplace and Linnik Processes. JKSA [Internet]. 2015 Dec. 1 [cited 2024 May 5];26(1):24-36. Available from: https://ojs.ksa.org.in/index.php/JKSA/article/view/13

Issue

Vol. 26 No. 1 (2015)

Section

Articles