scientific article; zbMATH DE number 796800

Publication date: 17 September 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

simulation time series nonlinear transformations non-Gaussian processes spectral distribution function memoryless transformations response of linear systems transformations with memory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Uses Software

Matlab