DTIC ADA202143: L Laplace Processes pdf

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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