Articles | Volume 28, issue 1
https://doi.org/10.5194/npg-28-121-2021
https://doi.org/10.5194/npg-28-121-2021
Research article
 | 
15 Feb 2021
Research article |  | 15 Feb 2021

Application of Lévy processes in modelling (geodetic) time series with mixed spectra

Jean-Philippe Montillet, Xiaoxing He, Kegen Yu, and Changliang Xiong

Data sets

PANGA: Precise measurements help gauge Pacific Northwest's Earthquake Potential M. M. Miller, H. Dragert, E. Endo, J. T. Freymueller, C. Goldfinger, H. M. Kelsey, E. D. Humphreys, D. J. Johnson, R. McCaffrey, J. S. Oldow, A. Qamar, and C. M. Rubin https://www.geodesy.cwu.edu/data/bysite/

Download
Short summary
Recently, various models have been developed, including the fractional Brownian motion (fBm), to analyse the stochastic properties of geodetic time series, together with the estimated geophysical signals. The noise spectrum of these time series is generally modelled as a mixed spectrum, with a sum of white and coloured noise. Here, we are interested in modelling the residual time series after deterministically subtracting geophysical signals from the observations with the Lévy processes.