Multi-variate time-series simulation
From MaRDI portal
Recommendations
- Simulation of Multivariate Gaussian Time Series
- The simulation of random vector time series with given spectrum
- Modeling and generating multivariate time-series input processes using a vector autoregressive technique
- A simulation method for finite non-stationary time series
- Recursive Simulation of Stationary Multivariate Random Processes—Part II
Cites work
- A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS
- An introduction to statistical modeling of extreme values
- Evaluation of the ARTAFIT method for fitting time-series input processes for simulation
- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- Time series simulation with quasi-Monte-Carlo methods
- Time series: theory and methods
Cited in
(9)- A wavelet characterization of continuous-time periodically correlated processes with application to simulation
- The multidimensional markov chain with prespecified asymptotic means, and (auto-)covariances
- Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities
- Simulation of Multivariate Gaussian Time Series
- Modeling and generating multivariate time-series input processes using a vector autoregressive technique
- scientific article; zbMATH DE number 1442041 (Why is no real title available?)
- Data-driven simulation of complex multidimensional time series
- A simulation method for finite non-stationary time series
- Constrained stochastic simulation -- generation of time series around some specific event in a normal process
This page was built for publication: Multi-variate time-series simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495701)
