将 ARMA 滤波器应用于重尾白噪声过程
从学生 
分布的独立同分布随机变量的过程中取样.
| In[1]:= |  X |
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将 ARMA 滤波器应用于白噪声信号.
| In[2]:= |  X |
| In[3]:= |  X |
| Out[3]= |  |
提取尾部路径，其中此序列已进入平稳状态.
| In[4]:= |  X |
| In[5]:= |  X |
| Out[5]= |  |
比较未滤波的和滤波的信号的切片分布.
| In[6]:= |  X |
| In[7]:= |  X |
| Out[7]= |  |
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