A complex generalized model of autoregression of non-Gaussian processes

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作者
Kharkov National University of Radioelectronics, Kharkov, Ukraine [1 ]
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Radioelectron. Commun. Syst. | 2006年 / 8卷 / 14-20期
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Mathematical models - Random processes - Regression analysis - Spectrum analysis - Statistics;
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摘要
The paper is devoted to the problem of generation of higher-order statistics for complex non-Gaussian random processes. The generalized complex autoregressive models based on the moment functions are set up. A technique is developed for generation of complex non-Gaussian random processes by prescribed parameters of higher-order spectra. © 2007 by Allerton Press, Inc.
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