Recursive Simulation of Stationary Multivariate Random Processes—Part I
DOI10.1115/1.3173087zbMATH Open0622.65149OpenAlexW4249588896MaRDI QIDQ3759916FDOQ3759916
Publication date: 1987
Published in: Journal of Applied Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1115/1.3173087
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Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Estimation and detection in stochastic control theory (93E10)
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