多元Escher变换拉普拉斯分布及其推广

IF 1 Q3 Mathematics

Journal of Statistical Theory and Applications Pub Date : 2020-07-01 DOI:10.2991/jsta.d.200508.001

H. Rimsha, Dais George

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引用次数: 1

摘要

本文引入了一种新的分布，即多元埃舍尔变换拉普拉斯分布。研究了该分布的各种性质，并讨论了其应用。在此基础上，提出了一种多变量边际自回归过程，并对其性质进行了研究。基于这种多变量无穷可分分布的任何过程称为拉普拉斯运动，其边际分布是多元广义Esscher变换拉普拉斯分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Multivariate Escher Transformed Laplace Distribution and Its Generalization

This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed. Further we develop an autoregressive process with multi-variateETLmarginalandstudyitsproperties.ALevyprocessbasedonthismultivariateinfinitelydivisibledistributionisknown as Laplace motion, and its marginal distributions are multivariate generalized Esscher transformed Laplace distribution.

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来源期刊

Journal of Statistical Theory and Applications STATISTICS & PROBABILITY-

CiteScore

2.30

自引率

0.00%

发文量

审稿时长

13 weeks