Pages that link to "Item:Q1900292"
From MaRDI portal
The following pages link to The simulation of random vector time series with given spectrum (Q1900292):
Displayed 5 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- The estimation of systems of joint differential-difference equations (Q1298421) (← links)
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696) (← links)