Characterising the zero-crossing statistics of non-Gaussian stable processes
Zero-crossing analysis is an old problem, with various attempts to tackle it not yet having led to a universally applicable solution. This is especially true for non-Gaussian stable processes, whose heavy-tails result in problematic statistical properties such as undefined autocorrelation. In this t...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/55555/ |