Algorithmic modeling of TES processes

DOI10.1109/9.400470MaRDI QIDQ4850271zbMATH OpenOpenAlexFDO

Authors Predrag R. Jelenković, Benjamin Melamed

Publication date 6 June 1996

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.400470

zbMATH Keywords

empirical autocorrelation functionempirical distributionhistogrammarginalssample path behaviorsstationary time seriesTEStransform-expand-sampleZoutendijk's feasible direction method

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• The empirical TES methodology: Modeling empirical time series
• The transition and autocorrelation structure of tes processes
• The spectral structure of tes processes
• Regenerative simulation of TES processes

Cited in

(9)

• Regenerative simulation of TES processes
• The empirical TES methodology: Modeling empirical time series
• MARM processes. II: The empirically-based subclass
• MARM processes. I: General theory
• The transition and autocorrelation structure of tes processes
• The run probabilities of tes processes
• Temporal shaping of simulated time series with cyclical sample paths
• Parallelization algorithms for modeling ARM processes
• The transition and autocorrelation structure of tes processes

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