The simulation of random vector time series with given spectrum
DOI10.1016/0895-7177(95)00106-CzbMATH Open0831.62067OpenAlexW1985760980MaRDI QIDQ1900292FDOQ1900292
Authors: Marcus J. Chambers 
Publication date: 30 October 1995
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(95)00106-c
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Cites Work
Cited In (9)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
- Multi-variate time-series simulation
- Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra
- Title not available (Why is that?)
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
- The estimation of systems of joint differential-difference equations
- Multivariate wavelet Whittle estimation in long-range dependence
- Simulation of Multivariate Gaussian Time Series
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