Recursive Simulation of Stationary Multivariate Random Processes—Part I (Q3759916)
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scientific article; zbMATH DE number 4009775
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| English | Recursive Simulation of Stationary Multivariate Random Processes—Part I |
scientific article; zbMATH DE number 4009775 |
Statements
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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0.98547465
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0.87558484
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0.87318623
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