Jose, K.K.; Tomy, Lishamol; Sreekumar, J. - In: Statistics & Probability Letters 78 (2008) 15, pp. 2456-2462
The normal-Laplace distribution introduced by Reed and Jorgensen [Reed, W.J., Jorgensen, M., 2004. The double Pareto-lognormal distribution, A new parametric model for size distributions. Comm. Statist-Theory and Methods, 33, 1733-1753], is studied briefly. A first order autoregressive process...