Output distributions and covariance functions of certain non-linear transformations†

DOI10.1080/00207177108932006zbMath0216.46704OpenAlexW1976605924MaRDI QIDQ5620240

No author found.

Publication date: 1971

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177108932006

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Two expansions for the quadrivariate normal integral
• THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE
• Unnamed Item

This page was built for publication: Output distributions and covariance functions of certain non-linear transformations†