Exact simulation of complex-valued Gaussian stationary processes via circulant embedding (Q1031131)
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scientific article; zbMATH DE number 5623035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of complex-valued Gaussian stationary processes via circulant embedding |
scientific article; zbMATH DE number 5623035 |
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Exact simulation of complex-valued Gaussian stationary processes via circulant embedding (English)
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29 October 2009
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complex demodulation
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discrete Fourier transform
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fast Fourier transform algorithm
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stochastic processes
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time series
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