Modeling process asymmetries with Laplace moving average
DOI10.1016/J.CSDA.2014.07.010OpenAlexW2065100265MaRDI QIDQ1623720FDOQ1623720
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/
Recommendations
- Sample path asymmetries in non-Gaussian random processes
- Time-change models for asymmetric processes
- Stochastic asymmetry properties of 3D Gauss-Lagrange ocean waves with directional spreading
- Estimation for stochastic models driven by Laplace motion
- Slope distribution in front-back asymmetric stochastic Lagrange time waves
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)
Cites Work
- Title not available (Why is that?)
- A class of non-Gaussian second order random fields
- An introduction to bispectral analysis and bilinear time series models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Knot selection for least-squares and penalized splines
- Crossings of second-order response processes subjected to LMA loadings
- Note on the estimation of crossing intensity for Laplace moving average
- The complex cepstrum of higher order cumulants and nonminimum phase system identification
- Title not available (Why is that?)
- Estimation for stochastic models driven by Laplace motion
Cited In (4)
This page was built for publication: Modeling process asymmetries with Laplace moving average
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623720)