The simulation of random vector time series with given spectrum (Q1900292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The simulation of random vector time series with given spectrum |
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The simulation of random vector time series with given spectrum (English)
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30 October 1995
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Fourier transform
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generating multivariate time series
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given spectral density
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bivariate long memory model
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