Generation of a random sequence having a jointly specified marginal distribution and autocovariance
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Publication:3675260
DOI10.1109/TASSP.1982.1163990zbMath0562.60051MaRDI QIDQ3675260
Bede Liu, David C. jun. Munson
Publication date: 1982
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
generating a random sequence with a specified marginal distributionlinear digital filtersimulations involving non-Gaussian processes
Gaussian processes (60G15) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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