Autoregressive spectral modeling: Difficulties and remedies

DOI10.1016/0020-7462(91)90041-QzbMath0825.65130MaRDI QIDQ1198403

Marc P. Mignolet, Pol D. Spanos

Publication date: 16 January 1993

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

zbMATH Keywords

autoregressive spectral modeling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99)

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