•  
  •  
 

Author Country (or Countries)

Kuwait

Abstract

We propose and study integer-valued time series models with the discrete Laplace marginal distribution. These models allow for positive and negative values. The model with symmetric discrete Laplace marginal allows for positive and negative autocorrelation. As an illustration, we have applied the proposed models to real-life data sets.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/130203

Share

COinS