Fast and exact simulation of complex-valued stationary...

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

Coeurjolly, Jean-Francois, Porcu, Emilio
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Language:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2017.1385468
Date:
October, 2017
File:
PDF, 1.34 MB
english, 2017
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