Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663): Difference between revisions
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Latest revision as of 16:12, 6 June 2024
scientific article; zbMATH DE number 2059156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes |
scientific article; zbMATH DE number 2059156 |
Statements
Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (English)
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16 March 2004
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circulant embedding
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negative autocovariance sequence
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time series analysis
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