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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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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