Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681)
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scientific article; zbMATH DE number 5933241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding |
scientific article; zbMATH DE number 5933241 |
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Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (English)
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27 July 2011
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numerical synthesis
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multivariate Gaussian and non-Gaussian series
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circulant matrix embedding
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stationarity
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