Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876): Difference between revisions

@@ Property / author @@
-Vladas Pipiras
@@ Property / author: Vladas Pipiras / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+Matlab
@@ Property / describes a project that uses: Matlab / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.sigpro.2010.10.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2034769681
@@ Property / OpenAlex ID: W2034769681 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
+Normal rank
@@ Property / cites work @@
+Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Exact simulation of complex-valued Gaussian stationary processes via circulant embedding
+Normal rank
@@ Property / cites work @@
+Q4407624
@@ Property / cites work: Q4407624 / rank @@
+Normal rank
@@ Property / cites work @@
+The simulation of random vector time series with given spectrum
+Normal rank
@@ Property / cites work @@
+Miscellanea. On time-reversibility of linear processes
+Normal rank
@@ Property / cites work @@
+Gaussian and non-Gaussian linear time series and random fields
+Normal rank
@@ Property / cites work @@
+Q5312870
@@ Property / cites work: Q5312870 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4256209
@@ Property / cites work: Q4256209 / rank @@
+Normal rank
@@ Property / cites work @@
+Power-law correlations, related models for long-range dependence and their simulation
+Normal rank
@@ Property / cites work @@
+Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
+Normal rank
@@ Property / cites work @@
+SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION  OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of multivariate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Integral representations and properties of operator fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4515165
@@ Property / cites work: Q4515165 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5674950
@@ Property / cites work: Q5674950 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5289009
@@ Property / cites work: Q5289009 / rank @@
+Normal rank