Browsing by Subject "Moving average processes"

Now showing items 1-2 of 2

    • Article  

      Random spectral measure for non Gaussian moving averages 

      Baxevani, Anastassia; Podgórski, K. (2017)
      We study the distribution of phases and amplitudes for the spectral representation of weighted moving averages of a general noise measure. The simple independent structure, known for the Gaussian case, and involving Rayleigh ...
    • Article  

      Sample path asymmetries in non-gaussian random processes 

      Baxevani, Anastassia; Podgórski, K.; Wegener, J. (2014)
      We tackle an important although rarely addressed question of accounting for a variety of asymmetries frequently observed in stochastic temporal/spatial records. First, we review some measures intending to capture such ...