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Properties and generation of non-Gaussian time series

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2 Author(s)
D. Johnson ; Rice University, Houston, TX ; P. S. Rao

It is shown that non-Gaussian time series require new analysis methods to extract their structure. Spectral analysis does not seem to provide the precise information required to analyze important aspects of a time series. The conditional expected value can, in simple cases, be related to Components of the Barrett-Lampard expansion, which provides a mathematical tool for determining the system which can generate the time series.

Published in:

Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.  (Volume:12 )

Date of Conference:

6-9 April 1987