Pages that link to "Item:Q548876"

The following pages link to Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876):

Displaying 14 items.

• A stochastic space-time model for intermittent precipitation occurrences (Q262398) (← links)
• Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
• Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
• A note on spectral norms of even-order \( r\)-circulant matrices (Q902845) (← links)
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Bivariate covariance functions of Pólya type (Q2111060) (← links)
• A spectral approach to estimate the autocovariance function (Q2156825) (← links)
• Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)