On the determination of a joint density function for one class of discrete stochastic processes
Igor I Volkov, Волков Игорь Иванович, S. V. Fedorov, Фёдоров Сергей Витальевич · Vestnik of Samara State Technical University. Technical Sciences Series · 2014
We consider an approach to the determination of the joint density. It allows to extend range of the correlation function models, the parameters of which can be estimated with maximum likelihood estimation, and make their estimation simple enough. This is achieved by a special linear transformation of the stochastic process into the process with a simple form of the correlation function. Concrete conversion type for correlation function with three dimensions is considered. Practical recommendations for the implementation of proposed approach are given for a number of important cases: correlational analysis, modeing of relationship. Finally, a number of algorithms and the results of experimental research are considered.