Recursive Simulation of Stationary Multivariate Random Processes—Part II

DOI10.1115/1.3173088zbMATH Open0622.65150OpenAlexW2051885388MaRDI QIDQ3759917FDOQ3759917

P. D. Spanos, M.-P. Mignolet

Publication date: 1987

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3173088

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zbMATH Keywords

simulationefficiencyreliabilitycorrelationsinvertibilityoffshore engineeringStabilityearthquake engineeringwind engineeringmultivariate random processes

Mathematics Subject Classification ID

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)

Cited In (6)

• Title not available (Why is that?)
• Simulation and Inference for Stochastic Processes with YUIMA
• Probabilistic models and simulation methods for seismic ground acceleration
• Recursive Simulation of Stationary Multivariate Random Processes—Part I
• Title not available (Why is that?)
• Generation Of Time Series Models With Given Spectral Properties

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