scientific article; zbMATH DE number 4119441

MaRDI QIDQ4733258zbMATH OpenFDO

Authors Jiří Anděl, Karel Zvára

Publication date 1988

zbMATH Keywords

given covariance functiongiven one-dimensional marginal distributionmoment methodstationary process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Recommendations

• scientific article; zbMATH DE number 714619
• scientific article; zbMATH DE number 3844739
• Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities
• Simulation of Multivariate Gaussian Time Series
• scientific article; zbMATH DE number 749510

Cited in

(11)

• The multidimensional markov chain with prespecified asymptotic means, and (auto-)covariances
• Simulation of Multivariate Gaussian Time Series
• scientific article; zbMATH DE number 4143301 (Why is no real title available?)
• scientific article; zbMATH DE number 714619 (Why is no real title available?)
• scientific article; zbMATH DE number 2009860 (Why is no real title available?)
• Temporal shaping of simulated time series with cyclical sample paths
• Some results of error evaluation for a non-Gaussian simulation method
• A simulation method for finite non-stationary time series
• Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
• Simulation algorithms for stationary sequences with distributions in the form of a mixture of Gaussian distributions
• Constrained stochastic simulation -- generation of time series around some specific event in a normal process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733258)