An improved method for uniform simulation of stable minimum phase real ARMA (p,q) processes
An improvement over the Beadle-Djuric (see ibid., vol.4, p.259-61, 1997) 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.