Sample path asymmetries in non-Gaussian random processes

DOI10.1111/SJOS.12086MaRDI QIDQ2932777zbMATH OpenOpenAlexFDO

Authors Anastassia Baxevani, Krzysztof Podgórski, Jörg Wegener

Publication date 9 December 2014

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12086

zbMATH Keywords

Laplace distributionMatérn covariancemoving average processesRice formulastationary second-order processestiltingtime irreversibility

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Sample path properties (60G17) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
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• Mathematical Analysis of Random Noise
• Note on the estimation of crossing intensity for Laplace moving average
• Slepian models for the stochastic shape of individual Lagrange sea waves
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Cited in

(6)

• Modeling process asymmetries with Laplace moving average
• Time-change models for asymmetric processes
• Random spectral measure for non Gaussian moving averages
• On the finiteness of the moments of the measure of level sets of random fields
• The variance-gamma distribution: a review
• A class of non-Gaussian second order random fields

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