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Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding
17 May 2016
A. Sykulski
D. Percival
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Papers citing
"Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding"
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Title
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean‐François Coeurjolly
Emilio Porcu
49
16
0
01 Apr 2016
1
