Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111): Difference between revisions

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+Statistics for complex variables and signals. II: Signals
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+Time series: theory and methods.
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+Wavelet analysis of the multivariate fractional Brownian motion
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+Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
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+Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
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+Tests for Hurst effect
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+Integral representations and properties of operator fractional Brownian motions
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+Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
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+Estimation of the Means of Dependent Variables
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+Confidence Intervals for the Means of Dependent, Normally Distributed Variables
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+Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Exact simulation of complex-valued Gaussian stationary processes via circulant embedding
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