Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663)
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scientific article; zbMATH DE number 2059156
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English | Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes |
scientific article; zbMATH DE number 2059156 |
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Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (English)
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16 March 2004
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circulant embedding
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negative autocovariance sequence
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time series analysis
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