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

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