Recursive Simulation of Stationary Multivariate Random Processes—Part II

DOI10.1115/1.3173088MaRDI QIDQ3759917zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

correlationsearthquake engineeringefficiencyinvertibilitymultivariate random processesoffshore engineeringreliabilitysimulationStabilitywind engineering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Estimation and detection in stochastic control theory (93E10)

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(7)

• Probabilistic models and simulation methods for seismic ground acceleration
• Simulation and Inference for Stochastic Processes with YUIMA
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• Recursive Simulation of Stationary Multivariate Random Processes—Part I
• scientific article; zbMATH DE number 714619 (Why is no real title available?)
• Multi-variate time-series simulation
• Generation Of Time Series Models With Given Spectral Properties

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