An Approximate Iterative Algorithm for Modeling of Non-Gaussian Vectors with Given Marginal Distributions and Covariance Matrix

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	289-298
Number of pages	10
Journal	Numerical Analysis and Applications
Volume	16
Issue number	4
DOIs	https://doi.org/10.1134/S1995423923040018
Publication status	Published - Dec 2023

covariance matrix, marginal distributions, non-Gaussian stochastic processes, stochastic modeling

ID: 59388505