Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals

V. Seetha Lekshmi and K.K. Jose
Authors registered in the RePEc Author Service: Jose K. Kanichukattu ()

Statistics & Probability Letters, 2006, vol. 76, issue 3, 318-326

Abstract: Geometric Pakes generalized Linnik distribution is introduced and properties are studied. Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginal distributions are developed and applications discussed.

Keywords: Autoregressive; process; [alpha]-Laplace; distribution; Geometric; infinite; divisibility; Geometric; Pakes; generalized; Linnik; distribution; Pakes; generalized; Linnik; distribution; Self; decomposability; Time; series; modeling (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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