Vestnik of Samara State Technical University. Technical Sciences SeriesVestnik of Samara State Technical University. Technical Sciences Series1991-85422712-8938Samara State Technical University1995810.14498/tech.2014.1.%uResearch ArticleOn the determination of a joint density function for one class of discrete stochastic processesVolkovIgor I(Ph.D. (Techn.)), Associate Professorshade30@gmail.comFedorovSergey VTeachershade30@gmail.comSamara State Technical University1503201422118018410022020Copyright © 2014, Samara State Technical University2014We 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.joint densitymaximum likelihood estimationcorrelation functionсовместная плотность распределенияправдоподобное оцениваниекорреляционная функция[Крамер Г. Математические методы статистики. - М., 1975. - 648 c.][Батищев В.И., Волков И.И., Федоров С.В. О правдоподобном оценивании параметров корреляционных функций // Информационные, измерительные и управляющие системы (ИИУС-2012): Материалы III Международной научно-технической конференции. Самар. гос. техн. ун-т. - Самара, 2012. - С. 303-307.][Тихонов В.И. Статистическая радиотехника. - М.: Сов. радио, 1966. - 680 с.]