Algorithmic modeling of TES processes

DOI10.1109/9.400470zbMATH Open0838.62097OpenAlexW2109962471MaRDI QIDQ4850271FDOQ4850271

Benjamin Melamed, Predrag R. Jelenković

Publication date: 6 June 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.400470

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zbMATH Keywords

histogramstationary time seriesempirical distributionmarginalsempirical autocorrelation functiontransform-expand-sampleTESsample path behaviorsZoutendijk's feasible direction method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Signal detection and filtering (aspects of stochastic processes) (60G35) Survival analysis and censored data (62N99)

Cited In (7)

• The transition and autocorrelation structure of tes processes
• The transition and autocorrelation structure of tes processes
• TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS
• The run probabilities of tes processes
• Parallelization algorithms for modeling ARM processes
• MARM processes. II: The empirically-based subclass
• MARM processes. I: General theory

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