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Simulation of stationary random sequences. (Ukrainian. English summary) Zbl 1199.60125

Summary: We consider random sequences which are stationary in the wide sense Moreover, we assume that they can be presented as a moving average process. We introduce a model for their simulation and investigate when this model approximates a sequence with given accuracy and reliability.

MSC:

60G15 Gaussian processes
60G10 Stationary stochastic processes
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