Simulation of non-stationary event flow with a nested stationary component
A method for constructing an ensemble of time series trajectories with a nonstationary flow of events and a non-stationary empirical distribution of the values of the observed random variable is described. We consider a special model that is similar in properties to some real processes, such as chan...
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| Format: | Article |
| Language: | English |
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Peoples’ Friendship University of Russia (RUDN University)
2020-12-01
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| Series: | Discrete and Continuous Models and Applied Computational Science |
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| Online Access: | http://journals.rudn.ru/miph/article/viewFile/23695/18204 |