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In many practical cases in time series analysis, marginal distributions in stationary situations are not Gaussian. It is therefore necessary to be able to generate and analyze non-Gaussian time series. Several non-Gaussian time series models are discussed in this paper. The marginal distributions are Laplace or <italic>l</italic>-Laplace distributions, and… (More)
The Interface Description Language (IDL) allows specification of complex data structures and provides run-time procedures to help use them. A useful debugging tool for interactive display of selected run-time IDL structures can be built using an existing debugger, workstation windowing software, and information generated by the IDL compiler. This tool's… (More)
Time series models for positive-valued and discrete-valued input processes are discussed, with the emphasis on the simulation problems which arise in generating time series from these models.