Residual GNSS time series are modeled as white noise plus colored noise plus a Levy process, with a heuristic that classifies the Levy component as Gaussian, fractional, or stable.
(2004) Financial modelling with jump processes, Chapman & Hall/CRC, ISBN 1-58488-413-4
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Application of Levy Processes in Modelling (Geodetic) Time Series With Mixed Spectra
Residual GNSS time series are modeled as white noise plus colored noise plus a Levy process, with a heuristic that classifies the Levy component as Gaussian, fractional, or stable.