An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (Q2816696)
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scientific article; zbMATH DE number 6619260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number |
scientific article; zbMATH DE number 6619260 |
Statements
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (English)
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25 August 2016
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data simulation
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multivariate spectrum
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multivariate time series
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well-conditioning
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algorithm
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vector moving average processes
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Kolmogorov asymptotic estimation
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0.8342501
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0.7958908
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0.79099274
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0.7876265
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0.7869436
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