The simulation of random vector time series with given spectrum (Q1900292): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0895-7177(95)00106-c / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1985760980 / rank | |||
Normal rank | |||
Latest revision as of 10:59, 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)
0 references
30 October 1995
0 references
Fourier transform
0 references
generating multivariate time series
0 references
given spectral density
0 references
bivariate long memory model
0 references
