Article ID Journal Published Year Pages File Type
978699 Physica A: Statistical Mechanics and its Applications 2006 10 Pages PDF
Abstract
This paper considers independently distributed stochastic processes that are also nonidentically distributed. We find that an identically distributed process with autocorrelations can be obtained from an independent, yet nonidentically distributed, random generator. Our approach is illustrated with a time series from the British pound-US dollar rate.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
, , , ,