Improved method for uniform simulation of stable minimum phase real ARMA (p,q) processes
In this letter, an improvement over the Beadle-Djuric method to simulate the parameters of stable invertible autoregressive moving average (ARMA) (p, q) processes is presented. It is computationally efficient and is especially suitable for simulation of high-order models.
| Main Authors: | , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado: |
IEEE
1999
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