Pages that link to "Item:Q3505316"
From MaRDI portal
The following pages link to Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices (Q3505316):
Displaying 6 items.
- A new method to detect periodically correlated structure (Q1695432) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- A wavelet characterization of continuous-time periodically correlated processes with application to simulation (Q2830679) (← links)
- Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities (Q3452740) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
