Time series models with asymmetric Laplace innovations

Mathematics

• Time Series Models 100%
• Innovation 92%
• Laplace 86%
• Leptokurtic 45%
• Asymmetric Distribution 40%
• Conditional Maximum Likelihood 40%
• Heteroscedastic Model 39%
• Higher Order Moments 39%
• Laplace Distribution 38%
• Financial Data 38%
• Conditional Model 38%
• Confidence Bands 36%
• Autoregressive Moving Average 34%
• Bivariate Distribution 33%
• Numerical Stability 33%
• Marginal Distribution 30%
• Mean Squared Error 29%
• Model 29%
• Predictors 27%
• Engineering 24%
• Tend 22%
• Modeling 19%
• Class 17%

Business & Economics

• Time Series Models 93%
• Laplace Distribution 45%
• Real Estate Returns 42%
• Innovation 42%
• Higher Order Moments 41%
• Skewed Distribution 40%
• Conditional Model 38%
• Financial Engineering 38%
• Autoregressive Moving Average 35%
• Mean Squared Error 35%
• Maximum Likelihood 29%
• Financial Data 29%
• Confidence 27%
• Lag 26%
• Inference 24%
• Predictors 22%
• Modeling 17%

Engineering & Materials Science

• Convergence of numerical methods 27%
• Maximum likelihood 20%