Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix

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Publication:3391111

DOI10.1080/10618600.2017.1385468OpenAlexW2325530052MaRDI QIDQ3391111

Emilio Porcu, Jean-François Coeurjolly

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.00362




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