An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (Q2816696)

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An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number
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    An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (English)
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    25 August 2016
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    data simulation
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    multivariate spectrum
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    multivariate time series
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    well-conditioning
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    algorithm
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    vector moving average processes
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    Kolmogorov asymptotic estimation
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