Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
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Publication:548876
DOI10.1016/j.sigpro.2010.10.014zbMath1221.62123MaRDI QIDQ548876
Hannes Helgason, Patrice Abry, Vladas Pipiras
Publication date: 30 June 2011
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2010.10.014
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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Uses Software
Cites Work
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