Modeling process asymmetries with Laplace moving average

DOI10.1016/J.CSDA.2014.07.010MaRDI QIDQ1623720zbMATH OpenOpenAlexFDO

Authors Nicolas Raillard, Marc Prevosto, Pierre Ailliot

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://archimer.ifremer.fr/doc/00201/31189/

zbMATH Keywords

splinesnonlinear time seriesasymmetriesLaplace moving averageFIR estimationhigh-order spectrum

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 425777 (Why is no real title available?)
• scientific article; zbMATH DE number 1995537 (Why is no real title available?)
• scientific article; zbMATH DE number 806335 (Why is no real title available?)
• A class of non-Gaussian second order random fields
• An introduction to bispectral analysis and bilinear time series models
• Crossings of second-order response processes subjected to LMA loadings
• Estimation for stochastic models driven by Laplace motion
• Knot selection for least-squares and penalized splines
• Note on the estimation of crossing intensity for Laplace moving average
• The complex cepstrum of higher order cumulants and nonminimum phase system identification

Cited in

(4)

• Time-change models for asymmetric processes
• Sample path asymmetries in non-Gaussian random processes
• Random spectral measure for non Gaussian moving averages
• Estimation for stochastic models driven by Laplace motion

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