Spectral Analysis of Basic TES Processes

DOI10.1287/IJOC.7.2.140MaRDI QIDQ4896442zbMATH OpenOpenAlexFDO

Authors David L. Jagerman, Benjamin Melamed

Publication date 20 October 1996

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.7.2.140

zbMATH Keywords

autoregressive schemeMonte Carlo simulationnumerical computationspectral properties

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Monte Carlo methods (65C05)

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Cited in

(3)

• The transition and autocorrelation structure of tes processes
• The spectral structure of tes processes
• The transition and autocorrelation structure of tes processes

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