On the generation of correlated time series with a given probability density function. (Q1275515): Difference between revisions

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On the generation of correlated time series with a given probability density function.
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    On the generation of correlated time series with a given probability density function. (English)
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    12 January 1999
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    Stochastic differential equation
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    PDF
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    Local linearization
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    Nonlinear autoregression
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