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 ...
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 ...
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.
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