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...

We introduce an autoregressive process called generalized normal-Laplace autoregressive process with generalized normal-Laplace distribution [Reed, W. J., 2007. Brownian-Laplace motion and its use in financial modelling. Comm. Statist. Theory Methods, 36, 473-484], as stationary marginal...

In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce and study the properties of a new distribution called geometric generalized discrete Mittag-Leffler distribution. Autoregressive processes with geometric generalized discrete Mittag-Leffler...

The Marshall-Olkin Generalised Asymmetric Laplace distribution is introduced and studied. An approximation is made and various properties including self decomposability, geometric infinite divisibility, limit properties etc.are established. Two autoregressive processes namely model I and model...