Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA

DOI10.1007/S11004-014-9574-6zbMath1323.86016OpenAlexW1974797828WikidataQ57871473 ScholiaQ57871473MaRDI QIDQ888381

Kegen Yu, Jean-Philippe Montillet

Publication date: 30 October 2015

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-014-9574-6

zbMATH Keywords

outliershypothesis testtime series analysiscoloured noiseHurst parameterARMAGPSfractional ARIMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geodesy, mapping problems (86A30)

Related Items (3)

Estimation of Additive Error in Mixed Spectra for Stable Processes ⋮ Long range dependence for stable random processes ⋮ Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions

Cites Work

• The effect of coloured noise on the uncertainties of rates estimated from geodetic time series
• Statistical analysis of autoregressive fractionally integrated moving average models in R
• Regression-Type Estimation of the Parameters of Stable Laws
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Fractional Brownian Motions, Fractional Noises and Applications
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