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Generation of the autocorrelation sequence of an ARMA process

โœ Scribed by Kay, S.


Book ID
118697443
Publisher
IEEE
Year
1985
Weight
172 KB
Volume
33
Category
Article
ISSN
0096-3518

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Generating an autocorrelated sequence of
โœ John R. Metzner ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 362 KB

Using moving averages to introduce autocorreLation into a sequence of pseudorandom variables will most often distort the shape of the distribution. When the correlation coefficients are to be zero from some lag onward, it is possible to compensate for most of the distortion by starting with variates