Generation Of Time Series Models With Given Spectral Properties
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Cites work
Cited in
(13)- Algorithms for generating surrogate data for sparsely quantized time series
- Multi-companion matrices
- The simulation of random vector time series with given spectrum
- On the usefulness of cross-validation for directional forecast evaluation
- Generalised Linear Cepstral Models for the Spectrum of a Time Series
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices
- Construction of phenomenological models from numerical scalar time series
- mcompanion
- pcts
- MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS
- Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra
- Spectrum of randomly sampled multivariate \textsl{ARMA} models.
- scientific article; zbMATH DE number 7306867 (Why is no real title available?)
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