On a random vibration model

DOI10.2307/3214992MaRDI QIDQ3122876zbMATH OpenOpenAlexFDO

Authors Dawei Huang, N. M. Spencer

Publication date 16 October 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214992

zbMATH Keywords

ARMA form for FM signalBartlett formulaFM signalnonlinear predictionsecond-order stationarity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Survival analysis and censored data (62N99)

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• Characteristics and application on GM(1,1) model based on sequence of random vibration
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