On the generation of correlated time series with a given probability density function. (Q1275515)
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scientific article; zbMATH DE number 1238897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generation of correlated time series with a given probability density function. |
scientific article; zbMATH DE number 1238897 |
Statements
On the generation of correlated time series with a given probability density function. (English)
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12 January 1999
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Stochastic differential equation
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PDF
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Local linearization
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Nonlinear autoregression
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