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Book Title: DTIC ADA202143: L Laplace Processes
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Language: english
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Post Date: 2025-04-03 13:56:47
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PDF Size: 0.95 MB
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Book Pages: 32
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DTIC ADA202143: L Laplace Processes
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Description of the Book:
A broad family of symmetric, thick tailed distributions, the small l- Laplace distributions, is described. These are natural generalizations of the Laplace distribution. A family of random coefficient Autoregressive Moving Average processes with small l-Laplace marginal distributions is constructed and its properties are explored. Extensions to ARIMA processes are considered. The first order autoregression with a standard Laplace marginal distribution is examined in detail and different estimates of the autoregressive parameter are compared theoretically and by simulation
- Creator/s: Defense Technical Information Center
- Date: 11/1/1988
- Year: 1988
- Book Topics/Themes: DTIC Archive, Dewald, Lee S, Sr, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, SIMULATION, PARAMETERS
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