Simulating Quadratically Nonlinear Random Processes

DOI10.1142/S0218127497001084zbMath0912.65124MaRDI QIDQ4393559

Barry Vanhoff, Steve Elgar

Publication date: 3 May 1999

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

order statisticssimulationpower spectrumbispectrumquadratic filternonlinear non-Gaussian time seriesnonlinear random processocean waves in shallow water

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Water waves, gravity waves; dispersion and scattering, nonlinear interaction (76B15) Stochastic analysis applied to problems in fluid mechanics (76M35) Probabilistic methods, stochastic differential equations (65C99)

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