The simulation of random vector time series with given spectrum-Reference-Cited by-同舟云学术

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The simulation of random vector time series with given spectrum

Published:1995-07 Issue:2 Volume:22 Page:1-6
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Chambers M.J.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference7 articles.

1. Generation of stochastic processes with given spectrum;Thompson;Utilitas Mathematica,1973

2. Tests for Hurst effect;Davies;Biometrika,1987

3. Simulating Gaussian random processes with specified spectra;Percival;Computing Science and Statistics,1992

4. Generating nonstationary random sequences;Mitchell;IEEE Trans. Aero. Elec. Sys.,1981

5. Fractional differencing;Hosking;Biometrika,1981

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