TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS

DOI10.1017/S0269964816000401zbMath1414.62355MaRDI QIDQ4628411

Wei-Wei Chen, Alok Baveja, Benjamin Melamed

Publication date: 13 March 2019

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

ARM processesautocorrelation functionshistogramsmodel fittingTES processesmodeling time seriestemporal shaping

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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• TES: A Class of Methods for Generating Autocorrelated Uniform Variates
• The spectral structure of tes processes
• Arm processes and modeling methodology
• Algorithmic modeling of TES processes
• The transition and autocorrelation structure of tes processes

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