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dc.contributor.authorBaxevani, Anastassiaen
dc.contributor.authorPodgórski, K.en
dc.contributor.authorWegener, J.en
dc.creatorBaxevani, Anastassiaen
dc.creatorPodgórski, K.en
dc.creatorWegener, J.en
dc.description.abstractWe 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 asymmetries that have been introduced on various occasions in the past and then propose a family of measures that is motivated by Rice's formula for crossing level distributions of the slope. We utilize those asymmetry measures to demonstrate how a class of second-order models built on the skewed Laplace distributions can account for sample path asymmetries. It is shown that these models are capable of mimicking not only distributional skewness but also more complex geometrical asymmetries in the sample path such as tilting, front-back slope asymmetry and time irreversibility. Simple moment-based estimation techniques are briefly discussed to allow direct application to modelling and fitting actual records. © 2014 Board of the Foundation of the Scandinavian Journal of Statistics.en
dc.sourceScandinavian Journal of Statisticsen
dc.subjectMoving average processesen
dc.subjectRice formulaen
dc.subjectLaplace distributionen
dc.subjectMatérn covarianceen
dc.subjectStationary second-order processesen
dc.subjectTime irreversibilityen
dc.titleSample path asymmetries in non-gaussian random processesen
dc.description.endingpage1123Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied SciencesΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.description.notes<p>Cited By :2</p>en
dc.contributor.orcidBaxevani, Anastassia [0000-0002-7498-9048]

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