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

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