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An autoregressive process with geometric α-laplace marginals |
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| Authors: | V Seetha Lekshmi K K Jose |
| Institution: | (1) Department of Statistics, Nirmala College, Muvattupuzha, Kerala, India;(2) Department of Statistics, St. Thomas College, Pala, 686574 Kerala, India |
| Abstract: | Geometric Laplace and geometric α-Laplace distributions are studied and certain limit properties are derived. An autoregressive process with geometric Laplace stationary marginal distribution is introduced and its properties are studied. These results are generalized to geometric α-Laplace case also and applications are discussed. |
| Keywords: | Autoregressive processes Geometric Laplace distributions Geometric α -Laplace distributions Laplace distributions α -Laplace distributions Linnik distributions Limit properties Time series modelling |
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