A simulation procedure for periodically correlated processes
From MaRDI portal
Recommendations
- Approximate spectral models of random processes with periodic properties
- A wavelet characterization of continuous-time periodically correlated processes with application to simulation
- scientific article; zbMATH DE number 2169004
- Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices
- Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities
Cited in
(4)- Approximate spectral models of random processes with periodic properties
- A wavelet characterization of continuous-time periodically correlated processes with application to simulation
- Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices
- scientific article; zbMATH DE number 2169004 (Why is no real title available?)
This page was built for publication: A simulation procedure for periodically correlated processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5439105)