A direct determination of ARMA algorithms for the simulation of stationary random processes
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Publication:807249
DOI10.1016/0020-7462(90)90018-5zbMath0729.73297MaRDI QIDQ807249
Pol D. Spanos, Marc P. Mignolet
Publication date: 1990
Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-7462(90)90018-5
spectral factorization; spectral matrix; autoregressive moving average (ARMA) algorithms; minimization of frequency domain errors; simulating realizations of multivariate random processes
60G10: Stationary stochastic processes
65C05: Monte Carlo methods
74H50: Random vibrations in dynamical problems in solid mechanics
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