Journal of Statistical Theory and Applications

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Volume 19, Issue 2, June 2020, Pages 325 - 331

Multivariate Escher Transformed Laplace Distribution and Its Generalization

Authors
H Rimsha1, *, Dais George2
1Research and Development Center, Bharathiar University, Coimbatore; Project Fellow (UGC Major Project, Catholicate College) Pathanamthitta, Kerala, India
2Associate Professor, Catholicate College, Pathanamthitta, Kerala, India
*Corresponding author. Email: rimshahabeeb@gmail.com
Corresponding Author
H Rimsha
Received 18 November 2018, Accepted 11 December 2019, Available Online 29 July 2020.
DOI
10.2991/jsta.d.200508.001How to use a DOI?
Keywords
Autoregressive processes; Generalized multivariate Esscher transformed Laplace distribution; Geometric multivariate Esscher transformed Laplace distribution
Abstract

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 multivariate ETL marginal and study its properties. A Levy process based on this multivariate infinitely divisible distribution is known as Laplace motion, and its marginal distributions are multivariate generalized Esscher transformed Laplace distribution.

Copyright
© 2020 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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<Previous Article In Issue
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Journal
Journal of Statistical Theory and Applications
Volume-Issue
19 - 2
Pages
325 - 331
Publication Date
2020/07/29
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.200508.001How to use a DOI?
Copyright
© 2020 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - JOUR
AU  - H Rimsha
AU  - Dais George
PY  - 2020
DA  - 2020/07/29
TI  - Multivariate Escher Transformed Laplace Distribution and Its Generalization
JO  - Journal of Statistical Theory and Applications
SP  - 325
EP  - 331
VL  - 19
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.200508.001
DO  - 10.2991/jsta.d.200508.001
ID  - Rimsha2020
ER  -