Algorithmic modeling of TES processes

DOI10.1109/9.400470zbMath0838.62097OpenAlexW2109962471MaRDI QIDQ4850271

Benjamin Melamed, Predrag R. Jelenković

Publication date: 6 June 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.400470

zbMATH Keywords

histogramempirical distributionstationary time seriesmarginalsempirical autocorrelation functiontransform-expand-sampleTESsample path behaviorsZoutendijk's feasible direction method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)

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