The spectral structure of tes processes

DOI10.1080/15326349408807312MaRDI QIDQ4306250zbMATH OpenOpenAlexFDO

Authors David L. Jagerman, Benjamin Melamed

Publication date 15 January 1995

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807312

zbMATH Keywords

Monte Carlo simulationspectral analysisspectral densityspectrumtransform-expand-sample

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Recommendations

• Spectral Analysis of Basic TES Processes
• The transition and autocorrelation structure of tes processes
• The transition and autocorrelation structure of tes processes
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Cited in

(11)

• Generating pseudo-random time series with specified marginal distributions
• Regenerative simulation of TES processes
• The empirical TES methodology: Modeling empirical time series
• MARM processes. II: The empirically-based subclass
• MARM processes. I: General theory
• The transition and autocorrelation structure of tes processes
• Temporal shaping of simulated time series with cyclical sample paths
• Algorithmic modeling of TES processes
• Spectral Analysis of Basic TES Processes
• Parallelization algorithms for modeling ARM processes
• The transition and autocorrelation structure of tes processes

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