Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876)
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scientific article; zbMATH DE number 5915722
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| English | Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding |
scientific article; zbMATH DE number 5915722 |
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Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (English)
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30 June 2011
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numerical synthesis
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stationarity
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time-reversibility
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0.8507956266403198
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0.8130040764808655
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0.8067169189453125
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0.7695289254188538
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