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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Hurst effect / rank
 
Normal rank
Property / cites work
 
Property / cites work: Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation / 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: Exact simulation of complex-valued Gaussian stationary processes via circulant embedding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407624 / 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: Miscellanea. On time-reversibility of linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian and non-Gaussian linear time series and random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4256209 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-law correlations, related models for long-range dependence and their simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian semiparametric estimation of multivariate fractionally integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integral representations and properties of operator fractional Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4515165 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5674950 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5289009 / rank
 
Normal rank

Latest revision as of 06:34, 4 July 2024

scientific article
Language Label Description Also known as
English
Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
scientific article

    Statements

    Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (English)
    0 references
    0 references
    0 references
    0 references
    30 June 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    numerical synthesis
    0 references
    stationarity
    0 references
    time-reversibility
    0 references
    0 references