Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix
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Cites work
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- Integral representations and properties of operator fractional Brownian motions
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
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Cited in
(8)- Long memory estimation for complex-valued time series
- Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
- A spectral approach to estimate the autocovariance function
- A generative model for fBm with deep ReLU neural networks
- Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
- A Scalable Gaussian Process for Large-Scale Periodic Data
- Numerical simulation of generalized Hermite processes
- Structural adaptation and rate accelerated estimation in bivariate functional data
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