Pages that link to "Item:Q4455663"
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The following pages link to Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663):
Displayed 15 items.
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Stochastic modeling of unresolved scales in complex systems (Q1034881) (← links)
- Fast and exact synthesis of some operator scaling Gaussian random fields (Q2278459) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111) (← links)
- Approximate wavelet-based simulation of long memory processes (Q4675839) (← links)
- A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849) (← links)
- On the wavelet-based simulation of anomalous diffusion (Q5219934) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- On the connection between orthant probabilities and the first passage time problem (Q5460691) (← links)