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• W1978199093 abstract "Abstract. A composite linear model is proposed which generates a non-Gaussian stationary stochastic process with a given third-order autocorrelation function and a white power spectrum. The design of the model is based on the fact that a type of finite-impulse-response linear system with a non-Gaussian white input series produces an output process whose third-order correlations exist only for special time lags. An arbitrary third-order autocorrelation function can be constructed by superposing output processes of this type. The model requires at most 2L2+ 4L+ 1 independent identically distributed (i.i.d.) input processes for the third-order autocorrelation function with the largest time lag L. Results of numerical experiments confirm the validity of the model." @default.
• W1978199093 created "2016-06-24" @default.
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• W1978199093 date "1989-03-01" @default.
• W1978199093 modified "2023-10-16" @default.
• W1978199093 title "A COMPOSITE LINEAR MODEL GENERATING A STATIONARY STOCHASTIC PROCESS WITH GIVEN THIRD-ORDER AUTOCORRELATION FUNCTION" @default.
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• W1978199093 doi "https://doi.org/10.1111/j.1467-9892.1989.tb00022.x" @default.
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