AR(1) processes with given moments of marginal distribution
Kybernetika (1989)
- Volume: 25, Issue: 5, page 337-347
- ISSN: 0023-5954
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topAnděl, Jiří. "AR(1) processes with given moments of marginal distribution." Kybernetika 25.5 (1989): 337-347. <http://eudml.org/doc/27486>.
@article{Anděl1989,
author = {Anděl, Jiří},
journal = {Kybernetika},
keywords = {given moments of marginal distribution; simulation procedures; given covariance structure; finite interval; infinite interval; moment problem; exponential distribution; AR(1) process; strict white noise},
language = {eng},
number = {5},
pages = {337-347},
publisher = {Institute of Information Theory and Automation AS CR},
title = {AR(1) processes with given moments of marginal distribution},
url = {http://eudml.org/doc/27486},
volume = {25},
year = {1989},
}
TY - JOUR
AU - Anděl, Jiří
TI - AR(1) processes with given moments of marginal distribution
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 5
SP - 337
EP - 347
LA - eng
KW - given moments of marginal distribution; simulation procedures; given covariance structure; finite interval; infinite interval; moment problem; exponential distribution; AR(1) process; strict white noise
UR - http://eudml.org/doc/27486
ER -
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