Recursive Simulation of Stationary Multivariate Random Processes—Part I (Q3759916)

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Recursive Simulation of Stationary Multivariate Random Processes—Part I
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    Recursive Simulation of Stationary Multivariate Random Processes—Part I (English)
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    1987
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    simulation
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    autoregressive moving average algorithms
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    multivariate random processes
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    spectral matrix
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    target matrix
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