A Skew Laplace Distribution on Integers

By Tomasz J. Kozubowski, S. Inusah. 2006

89 citations recorded by the source corpus.

Subfields: Finance, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/630602ed0d88fe2ffc756e18666cff99d819aa21

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. V. Todorov
4. Tim Bollerslev
5. David G. Pollard
6. Jeannette H. C. Woerner
7. George Tauchen
8. Mark Podolskij

In Statistical and Nonlinear Physics

1. Ole E. Barndorff-Nielsen
2. Hamid Bidram
3. David G. Pollard
4. Vahid Nekoukhou
5. N. Shephard

In Statistics and Probability

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. Hamid Bidram
4. Vahid Nekoukhou
5. David G. Pollard
6. V. Todorov
7. Mark Podolskij
8. Jean Jacod

Citations in the corpus

• Integer-valued Lévy processes and low latency financial econometrics (2012, background): “The class of tempered stable distributions was introduced by Tweedie (1984). See also Hougaard (1986), Jørgensen (1987), Brix (1999) and Rosinski (2007).”
• The exponentiated discrete Weibull Distribution (2015, background): “Inusah and Kozubowski (2006) and Kozubowski and Inusah (2006) introduced Laplace and skew-Laplace distributions on the lattice of integers, respectively.”
• A Discrete Analog of the Generalized Exponential Distribution (2012, background): “More recently, Inusah and Kozubowski ( 2006 ) and Kozubowski and Inusah ( 2006 ) introduced Laplace and skew-Laplace distributions on the lattice of integers, respectively.”