Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis

DOI10.1023/A:1008454223082zbMath0921.60013OpenAlexW1532810565MaRDI QIDQ1273774

L. W. Cohen

Publication date: 21 September 1999

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008454223082

zbMATH Keywords

characteristic functionsEdgeworth seriestime-frequency analysisprobability theoryGram-Charlier series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability distributions: general theory (60E05)

Related Items (3)

Multivariate generalized Gram-Charlier series in vector notations ⋮ On the generalization of the Edgeworth/Gram-Charlier series ⋮ On stochastic linear systems with zonotopic support sets

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