Random spectral measure for non Gaussian moving averages

DOI10.1080/03610926.2017.1303737zbMath1390.60126OpenAlexW2595041655MaRDI QIDQ4638717

Krzysztof Podgórski, Anastassia Baxevani

Publication date: 27 April 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1303737

zbMATH Keywords

spectral representationgeneralized Laplace distributionmoving average processesweakly stationary second-order processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Random measures (60G57)

Cites Work

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• Representation and Generation of Non-Gaussian Wide-Sense Stationary Random Processes With Arbitrary PSDs and a Class of PDFs
• A Fourier Approach for the Level Crossings of Shot Noise Processes with Jumps

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