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

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scientific article; zbMATH DE number 4009775
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    Recursive Simulation of Stationary Multivariate Random Processes—Part I
    scientific article; zbMATH DE number 4009775

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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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