The simulation of random vector time series with given spectrum (Q1900292): Difference between revisions
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| Property / cites work: Q5674950 / rank | |||
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| Property / cites work: Tests for Hurst effect / rank | |||
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| Property / cites work: Fractional differencing / rank | |||
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| Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank | |||
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| Property / cites work: Q4275389 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0895-7177(95)00106-c / rank | |||
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Latest revision as of 11:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The simulation of random vector time series with given spectrum |
scientific article |
Statements
The simulation of random vector time series with given spectrum (English)
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30 October 1995
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Fourier transform
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generating multivariate time series
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given spectral density
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bivariate long memory model
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