The simulation of random vector time series with given spectrum (Q1900292)
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scientific article; zbMATH DE number 810947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The simulation of random vector time series with given spectrum |
scientific article; zbMATH DE number 810947 |
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The simulation of random vector time series with given spectrum (English)
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30 October 1995
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Fourier transform
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generating multivariate time series
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given spectral density
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bivariate long memory model
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0.87409914
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0.8605419
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0.8588672
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0.8556979
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