Abstract: This paper presents exact formulas for the probability distribution function (PDF) and moment generating function (MGF) of the sum-product of statistically independent but not necessarily ...

Abstract: Price's theorem in statistical signal processing relates the expectation of a nonlinear function of normally distributed random variables to their covariances. However, such a key theorem is ...

The accurate characterization of input processes for simulation models can require the representation of dependencies among input values. Results are presented on the generation of dependent ...

An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.