Abstract:
We introduce a stationary non-Gaussian random process called the skew-Gaussian process. The new process is an extension to the Gaussian process. We propose a heuristic approach to derive an approximation to the duration distribution of its excursion. We also present a simulation study to compare the approximate distribution with the exact one. We apply our results to real data.
Page(s):
89-97
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics, Volume: 23, Issue: 1, Year: 2007