Simulation of Multivariate Gaussian Time Series

DOI10.1080/03610918908812799zbMath0695.62211OpenAlexW1984995503MaRDI QIDQ3471559

Harald E. Krogstad

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812799

zbMATH Keywords

simulationtime seriesmultivariate Gaussianocean wave recorders

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item

This page was built for publication: Simulation of Multivariate Gaussian Time Series