Generation of a random sequence having a jointly specified marginal distribution and autocovariance (Q3675260)
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scientific article; zbMATH DE number 3896018
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| English | Generation of a random sequence having a jointly specified marginal distribution and autocovariance |
scientific article; zbMATH DE number 3896018 |
Statements
Generation of a random sequence having a jointly specified marginal distribution and autocovariance (English)
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1982
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generating a random sequence with a specified marginal distribution
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linear digital filter
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simulations involving non-Gaussian processes
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0.91555655
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0.8578364
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0.85391676
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0.8444917
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