Generation and analysis of non-Gaussian Markov time series (Q4005166)
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scientific article; zbMATH DE number 58280
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| English | Generation and analysis of non-Gaussian Markov time series |
scientific article; zbMATH DE number 58280 |
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Generation and analysis of non-Gaussian Markov time series (English)
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27 September 1992
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correlated non-Gaussian Markov sequences
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filtered white noise
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linear models
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nonlinear methods
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diagonal series expansion of bivariate densities
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first-order linear autoregressive model
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hyperbolic secant amplitude distribution
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0.7785711884498596
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