Determination of Gegenbauer-type random process models

DOI10.1016/S0165-1684(97)00142-4MaRDI QIDQ1127491zbMATH OpenOpenAlexFDO

Authors Paul M. Lapsa

Publication date 13 August 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(97)00142-4

zbMATH Keywords

long memory processmodel identificationtime series modelnearly-periodic processpersistent process

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(5)

• A geometric process equivalent model for a multistate degenerative system
• Gegenbauer random fields
• Modelling cycles in climate series: the fractional sinusoidal waveform process
• On the computation of autocovariances for generalized Gegenbauer processes
• Stochastic analysis of GSB process

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