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Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix - MaRDI portal

Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix

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Publication:6272110

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DOI10.1080/10618600.2017.1385468arXiv1604.00362MaRDI QIDQ6272110

Emilio Porcu, Jean-François Coeurjolly

Publication date: 1 April 2016

Mathematics Subject Classification ID

Statistics (62-XX)

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