Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series

DOI10.33581/1561-4085-2021-24-4-370-381OpenAlexW4200608750MaRDI QIDQ6073641

Unnamed Author

Publication date: 11 October 2023

Published in: Nonlinear Phenomena in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33581/1561-4085-2021-24-4-370-381

zbMATH Keywords

symmetryup-crossingwind speedinter-event timenon Gaussian ARMAtime series spectrometry

Mathematics Subject Classification ID

Statistics (62-XX) Geophysics (86-XX)

Cites Work

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• Long memory estimation for complex-valued time series
• Complex-valued random fields for vectorial data: estimating and modeling aspects
• Level crossings and other level functionals of stationary Gaussian processes
• Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
• Level-crossing statistics of the horizontal wind speed in the planetary surface boundary layer

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