Modeling process asymmetries with Laplace moving average

DOI10.1016/j.csda.2014.07.010OpenAlexW2065100265MaRDI QIDQ1623720

Marc Prevosto, Nicolas Raillard, 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)

Related Items

Random spectral measure for non Gaussian moving averages

Cites Work

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