Estimation for Stochastic Models Driven by Laplace Motion

DOI10.1080/03610926.2010.499051zbMath1225.62115OpenAlexW2083050604MaRDI QIDQ3100651

Jörg Wegener, Krzysztof Podgórski

Publication date: 18 November 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.499051

zbMATH Keywords

kurtosisskewnessmoving averagesmethod of moment estimationLaplace distributionstochastic fields

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Markov processes: estimation; hidden Markov models (62M05)

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Modeling process asymmetries with Laplace moving average ⋮ Spatial Matérn Fields Driven by Non-Gaussian Noise ⋮ Sample Path Asymmetries in Non-Gaussian Random Processes ⋮ Random spectral measure for non Gaussian moving averages ⋮ Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields ⋮ On the likelihood function of small time variance Gamma Lévy processes

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