A direct determination of ARMA algorithms for the simulation of stationary random processes (Q807249)

From MaRDI portal
Revision as of 01:41, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A direct determination of ARMA algorithms for the simulation of stationary random processes
scientific article

    Statements

    A direct determination of ARMA algorithms for the simulation of stationary random processes (English)
    0 references
    0 references
    0 references
    1990
    0 references
    autoregressive moving average (ARMA) algorithms
    0 references
    simulating realizations of multivariate random processes
    0 references
    spectral matrix
    0 references
    minimization of frequency domain errors
    0 references
    spectral factorization
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references