Generalized Cauchy model of sea level fluctuations with long-range dependence
From MaRDI portal
Publication:2147756
DOI10.1016/j.physa.2017.04.130zbMath1499.86005OpenAlexW2613613321MaRDI QIDQ2147756
Publication date: 20 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.04.130
long-range dependencegeostatisticslocal roughnessgeneralized Cauchy processmodeling sea level fluctuation
Hydrology, hydrography, oceanography (86A05) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Fractals (28A80)
Related Items
Multi-fractional generalized Cauchy process and its application to teletraffic, Fractal teletraffic delay bounds in computer networks, Long-range dependence and heavy tail characteristics for remaining useful life prediction in rolling bearing degradation, Fractional Brownian motion: difference iterative forecasting models, A wavelet method to solve nonlinear variable-order time fractional 2D Klein-Gordon equation, Degradation trend prediction for rotating machinery using long-range dependence and particle filter approach, A meshless method for solving the time fractional advection-diffusion equation with variable coefficients, Generalized fractional Gaussian noise and its application to traffic modeling
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Transient aspects of wave propagation connected with spatial coherence
- Recent advances in percolation theory and its applications
- Langevin equation with two fractional orders
- Subordination scenario of the Cole-Davidson relaxation
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
- Joint continuity of the local times of fractional Brownian sheets
- Nonparametric regression with long-range dependence
- Wavelets-computational aspects of Sterian realistic approach to uncertainty principle in high energy physics: a transient approach
- Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
- Fractal time series -- A tutorial review
- Linear fractional stable sheets: Wavelet expansion and sample path properties
- Estimation of Hurst exponent revisited
- A correlation-based computational model for synthesizing long-range dependent data.
- On the fractal distribution of primes and prime-indexed primes by the binary image analysis
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
- Record length requirement of long-range dependent teletraffic
- Maximum likelihood estimation of clock skew in IEEE 1588 with fractional Gaussian noise
- Explaining the seismic moment of large earthquakes by heavy and extremely heavy tailed models
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
- Periodogram-based estimators of fractal properties
- Averaged periodogram estimation of long memory
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
- On \(1/f\) noise
- Pitfalls of fitting autoregressive models for heavy-tailed time series
- Activity rates with very heavy tails
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Power-law correlations, related models for long-range dependence and their simulation
- Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
- An Algorithm for Fitting Heavy-Tailed Distributions via Generalized Hyperexponentials
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
- Linear Curve Fitting Using Least Deviations
- Mathematical Considerations in the Estimation of Spectra
- The Stein–James estimator for short- and long-memory Gaussian processes
- On a spectral density estimate obtained by averaging periodograms
- Estimation of location and scale in Cauchy distributions using the empirical characteristic function
- On 1/ f noise and other distributions with long tails
- Fractal Analysis of Surface Roughness by Using Spatial Data
- ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
- Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
- Estimation of 1/f noise
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- On the performance of box-counting estimators of fractal dimension
- Estimating Probabilities of Extreme Sea-Levels
- On the Effect of Measuring a Self-Similar Process
- A generalized Cauchy process and its application to relaxation phenomena
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
- Decorrelation Property of Discrete Wavelet Transform Under Fixed-Domain Asymptotics
- Using the periodogram to estimate period in nonparametric regression
- A Survey of Spectral Analysis
- Some noises withI/fspectrum, a bridge between direct current and white noise
- Fractional Brownian Motions, Fractional Noises and Applications
- Basic Considerations in the Estimation of Spectra
- Curve Estimates
- EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
- Detecting long-range correlations with detrended fluctuation analysis
- Truncated Lévy flights and generalized Cauchy processes
