ARMA modeling and phase reconstruction of multidimensional non-Gaussian processes using cumulants

2003 ◽  
Author(s):  
A. Swami ◽  
G.B. Giannakis
Keyword(s):  
Gaussian Processes ◽  
Phase Reconstruction ◽  
Non Gaussian ◽  
Arma Modeling

scholarly journals Structure factors for generalized grey Browinian motion

2019 ◽  
Vol 22 (2) ◽  
pp. 396-411
Author(s):  
José L. da Silva ◽  
Ludwig Streit
Keyword(s):  
Gaussian Processes ◽  
Form Factors ◽  
Analytic Form ◽  
Debye Function ◽  
Asymptotic Decay ◽  
Structure Factors ◽  
Closed Analytic Form ◽  
Non Gaussian

Abstract In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particular, we obtain a closed analytic form for the form factors, the Debye function, and can study their asymptotic decay.

scholarly journals Gaussian and non-Gaussian processes of zero power variation

2015 ◽  
Vol 19 ◽  
pp. 414-439 ◽  
Author(s):  
Francesco Russo ◽  
Frederi Viens
Keyword(s):  
Gaussian Processes ◽  
Power Variation ◽  
Non Gaussian
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