Exact simulation of complex-valued Gaussian stationary processes via circulant embedding (Q1031131)

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Exact simulation of complex-valued Gaussian stationary processes via circulant embedding
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    Exact simulation of complex-valued Gaussian stationary processes via circulant embedding (English)
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    29 October 2009
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    complex demodulation
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    discrete Fourier transform
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    fast Fourier transform algorithm
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    stochastic processes
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    time series
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