On the generation of high‐quality white noise series

DOI10.1002/ASM.3150080406MaRDI QIDQ4299535zbMATH OpenOpenAlexFDO

Authors Jarosław Figwer, A. Niederliński

Publication date 8 November 1999

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150080406

zbMATH Keywords

white noisefast Fourier transformmultisinusoidal random seriesstochastic model simulation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for discrete and fast Fourier transforms (65T50)

Cites work

• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics

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