Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q265289
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: Matlab / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: itsmr / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.sigpro.2011.01.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1968485253 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3400728 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A useful theorem for nonlinear devices having Gaussian inputs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generation of a random sequence having a jointly specified marginal distribution and autocovariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractal‐Based Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Surrogate time series. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coloring Non-Gaussian Sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of correlated non-Gaussian pressure fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: The simulation of random vector time series with given spectrum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the bivariate normal distribution considered in the form of a contingency table / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Time Series and Forecasting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3247378 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4072022 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407623 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter / rank
 
Normal rank

Latest revision as of 08:00, 4 July 2024

scientific article
Language Label Description Also known as
English
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
scientific article

    Statements

    Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (English)
    0 references
    0 references
    0 references
    0 references
    27 July 2011
    0 references
    numerical synthesis
    0 references
    multivariate Gaussian and non-Gaussian series
    0 references
    circulant matrix embedding
    0 references
    stationarity
    0 references
    0 references
    0 references

    Identifiers