Generation of a random sequence having a jointly specified marginal distribution and autocovariance

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)

zbMATH Keywords

generating a random sequence with a specified marginal distributionlinear digital filtersimulations involving non-Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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