The Generation of Stationary Gaussian Time Series
Three different algorithms for the generation of stationary Gaussian time series with given autocorrelation function are presented in this paper. The algorithms have already been suggested in the literature but are not well known and have never been compared before. Interrelations between the differ...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
1997
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| Subjects: | |
| Online Access: | http://epub.wu.ac.at/1630/1/document.pdf |