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A characterization of the normal distribution

โœ Scribed by Ryoichi Shimizu


Publisher
Springer Japan
Year
1961
Tongue
English
Weight
155 KB
Volume
13
Category
Article
ISSN
0020-3157

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๐Ÿ“œ SIMILAR VOLUMES


Simulation of a stationary autoregressio
โœ Eddie McKenzie ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 257 KB

Simulating a stationary AR(p), Xt -~'t ~Xt ~ +Z, when the innovations {Z,} are assumed to be i.i.d, is straightforward. Starting the process in the stationary state, however, requires generation of (X1,X~ ..... Xp) from the stationary p-dimensional distribution. When Zt is normal this may be achieve