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