Habtemicael, Semere; SenGupta, Indranil - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 147-156
In this work a three parameter stochastic process, termed the Gamma-Ornstein–Uhlenbeck process, has been implemented to analyze geophysical data. Such non-Gaussian Ornstein–Uhlenbeck processes offer the possibility of capturing important distributional deviations from Gaussianity and make...