Harmonizable nonstationary processes

DOI10.1137/22m1544580zbMATH Open1543.60043MaRDI QIDQ6587627

Mircea Dan Grigoriu

Publication date: 14 August 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

spectral densityharmonizable processesweakly stationary processesgeneralized spectral densitystationary and nonstationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites Work

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