Duration Distribution and Up-crossings Rate of Generalized Hyperbolic Processes

A Gaussian process is usually used to model the sea surface elevation in the oceanography. As the depth of the water decreases or the sea severity increases, the sea surface elevation departs from symmetry and Gaussianity. In this paper, a stationary non-Gaussian random process called the generalize...

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Bibliographic Details
Main Authors: Moh’d T. Alodat, Khalid M. Aludaat
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/332