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An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number.

Matteo Farné
Published in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
  • learning algorithm
  • dynamic programming
  • monte carlo
  • condition number
  • objective function
  • computational complexity
  • np hard
  • worst case
  • linear programming
  • convergence rate
  • neuro fuzzy