Auto-regressive model for nonstationary stochastic processes

Journal of Engineering Mechanics

Volumn 114, Issue 11, 1988, Pages 1995-2012

  Deodatis, George ^a   Shinozuka, M ^b  

^a Dept Of Civ Engrg And Engrg Mech Columbia Univ ^*  (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

AUTO REGRESSIVE MODELS; AUTOCORRELATION FUNCTIONS; EVOLUTIONARY POWER SPECTRUM; GAUSSIAN RANDOM PROCESS; NON-STATIONARITIES; NONSTATIONARY; NONSTATIONARY PROCESS; POWER-SPECTRA; PROBABILISTIC CHARACTERISTICS; RECURSIVE EQUATIONS; UNIVARIATE; WHITE NOISE SEQUENCE;

ONE DIMENSIONAL; OPTICAL SYSTEMS; POWER SPECTRUM; RANDOM PROCESSES; REGRESSION ANALYSIS; WHITE NOISE;

RECURSIVE FUNCTIONS;

EID: 0001515951     PISSN: 07339399     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)0733-9399(1988)114:11(1995)     Document Type: Article

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