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

From MaRDI portal
Revision as of 06:34, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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