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A semi-analytic method is proposed for the generation of realizations of amultivariate process of a given linear correlation structure and marginaldistribution. This is an extension of a similar method for univariateprocesses, transforming the autocorrelation of the non-Gaussian process to thatof a Gaussian process based on a piece-wise linear marginal transform fromnon-Gaussian to Gaussian marginal. The extension to multivariate processesinvolves the derivation of the autocorrelation matrix from the marginaltransforms, which determines the generating vector autoregressive process. Theeffectiveness of the approach is demonstrated on systems designed underdifferent scenarios of autocovariance and marginals.

Simulation of Multivariate Non-Gaussian Autoregressive Time Series with Given Autocovariance and Marginals