Generation of random sequences with jointly specified probability density and autocorrelation functions

DOI10.1007/BF00337087MaRDI QIDQ1836264zbMATH OpenWikidataFDO

Authors I. W. Hunter, R. E. Kearney

Publication date 1983

Published in Biological Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00337087

zbMATH Keywords

first-order auto-correlation functionfirst-order probability distributiongeneration of random sequencesnon-Gaussian datanumerical simulationsignal processing algorithmssystem identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Cites work

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• Synthesis of discrete-interval binary signals with specified Fourier amplitude spectra

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