Autoregressive spectral modeling: Difficulties and remedies

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)

zbMATH Keywords

autoregressive spectral modeling

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60G35: Signal detection and filtering (aspects of stochastic processes)

65C99: Probabilistic methods, stochastic differential equations

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