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- W2075330433 abstract "Abstract This paper considers independently distributed stochastic processes that are also nonidentically distributed. We find that an identically distributed process with autocorrelations can be obtained from an independent, yet nonidentically distributed, random generator. Our approach is illustrated with a time series from the British pound–US dollar rate." @default.
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- W2075330433 date "2006-05-01" @default.
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- W2075330433 title "Nonidentically distributed variables and nonlinear autocorrelation" @default.
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- W2075330433 doi "https://doi.org/10.1016/j.physa.2005.08.007" @default.
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