Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix-Reference-Cited by-同舟云学术

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Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix

Published:2018-04-03 Issue:2 Volume:27 Page:278-290
ISSN:1061-8600
Container-title:Journal of Computational and Graphical Statistics
language:en
Short-container-title:Journal of Computational and Graphical Statistics

Author:

Coeurjolly Jean-Francois¹²,Porcu Emilio³⁴

Affiliation:

1. Department of Mathematics, UQAM, Quebec, Canada

2. Laboratory Jean Kuntzmann, University of Grenoble Alpes CNRS, Grenoble, France

3. School of Mathematics and Statistics, Newcastle University, Newcastle upon Tyne, U.K.

4. Department of Mathematics, Technical University Federico Santa Maria, Valparaiso, Chile

Funder

Air Force Office of Scientific Research

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10618600.2017.1385468

Reference39 articles.

1. Statistics for complex variables and signals — Part II: signals

2. Digital Communication

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3. Quasi-Periodic Gaussian Process Modeling of Pseudo-Periodic Signals;IEEE Transactions on Signal Processing;2023

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