Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities

E-ISSN： 1467-9892|36|6|783-796

ISSN： 0143-9782

Source： JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.6, 2015-11, pp. : 783-796

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On Subordinated Multivariate Gaussian Lévy Processes

By Grigelionis B.

Acta Applicandae Mathematicae, Vol. 96, Iss. 1-3, 2007-05 ,pp. : 233-246

Springer Publishing Company

Access to resources Recommend Favorite

Computation of the Distribution of the Maximum of Stationary Gaussian Processes

By Azaïs Jean-Marc Genz Alan

Methodology And Computing In Applied Probability, Vol. 15, Iss. 4, 2013-12 ,pp. : 969-985

Springer Publishing Company

Access to resources Recommend Favorite

Spectrum-Based Comparison of Stationary Multivariate Time Series

By Ravishanker Nalini

Methodology And Computing In Applied Probability, Vol. 12, Iss. 4, 2010-12 ,pp. : 749-762

Springer Publishing Company

Access to resources Recommend Favorite

Large deviation results on some estimators for stationary Gaussian processes

By Macci Claudio

Statistics, Vol. 44, Iss. 2, 2010-04 ,pp. : 129-144

Taylor & Francis Ltd

Access to resources Recommend Favorite

Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

By Naito Tomohito

Statistical Inference for Stochastic Processes, Vol. 13, Iss. 3, 2010-10 ,pp. : 163-174

Springer Publishing Company

Access to resources Recommend Favorite