ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS

DOI10.1111/1467-9892.00040MaRDI QIDQ4337827zbMATH OpenOpenAlexFDO

Authors Tze-Chien Sun, Milton Chaika

Publication date 1997

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00040

zbMATH Keywords

Gaussian stationary processessimulation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Monte Carlo methods (65C05)

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