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Miodrag Djodjević

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Open access Sep 2026

THE CORRELATION STRUCTURE OF THE LATENT COMPONENTS OF THE TIME SERIES WITH DISCRETE LAPLACE MARGINALS AND ITS IMPACT ON PARAMETER ESTIMATION

The main subject of this paper is the proposal of a new method for parameter  estimation, applicable to time series with a discrete Laplace marginal distribution. The proposed estimators are derived from the correlation structure of the latent components of the time series. In this context, the complete correlation str...

Miodrag Djodjević, A. Nastić · 0 citations

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