Yan Rongfang, Zhang Juan. Asymmetric Marshall-Olkin Laplace Distributionand Its Application in Autoregressive Model[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(3): 245-254.
Citation: Yan Rongfang, Zhang Juan. Asymmetric Marshall-Olkin Laplace Distributionand Its Application in Autoregressive Model[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(3): 245-254.
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Asymmetric Marshall-Olkin Laplace Distributionand Its Application in Autoregressive Model

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  • In this paper, a new class of distributions, namely asymmetric Marshall-Olkin Laplace (AMOL) distribution, is introduced, some properties and numerical characteristics of AMOL are obtained, and a necessary and sufficient of autoregressive model with AMOL as marginal distribution is derived.
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