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A Skew Gaussian process.

Author(s)
M. T. Alodatl Department of Statistics, Yarmouk University, Irbid, Jordan
K. M. Aludaat Department of Statistics, Yarmouk University, Irbid, Jordan
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.
Publication Details
Page(s) 89-97
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 23, Issue: 1, Year: 2007

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