Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00318 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2110906205 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4256209 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Simple tests for the validity of correlation function models on the circle / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3327591 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4301585 / rank | |||
Normal rank | |||
Latest revision as of 15:12, 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)
0 references
16 March 2004
0 references
circulant embedding
0 references
negative autocovariance sequence
0 references
time series analysis
0 references
0 references
