Pages that link to "Item:Q553681"
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The following pages link to Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681):
Displayed 4 items.
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)