Autoregressive spectral modeling: Difficulties and remedies
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Publication:1198403
DOI10.1016/0020-7462(91)90041-QzbMath0825.65130MaRDI QIDQ1198403
Marc P. Mignolet, Pol D. Spanos
Publication date: 16 January 1993
Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)
65C05: Monte Carlo methods
60G35: Signal detection and filtering (aspects of stochastic processes)
65C99: Probabilistic methods, stochastic differential equations
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