Exact simulation of complex-valued Gaussian stationary processes via circulant embedding
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Publication:1031131
DOI10.1016/j.sigpro.2005.08.003zbMath1172.94540OpenAlexW2128362198MaRDI QIDQ1031131
Publication date: 29 October 2009
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.08.003
time seriesstochastic processesdiscrete Fourier transformcomplex demodulationfast Fourier transform algorithm
Numerical methods for wavelets (65T60) Modulation and demodulation in information and communication theory (94A14)
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