Exact simulation of Gaussian Time Series from Nonparametric Spectral Estimates with Application to Bootstrapping.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/sac/PercivalC06
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2006
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Exact simulation of Gaussian Time Series from Nonparametric Spectral Estimates with Application to Bootstrapping.
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dc:
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Circulant embedding; Gaussian process; Power law process; Surrogate time series; Time series analysis
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Exact simulation of Gaussian Time Series from Nonparametric Spectral Estimates with Application to Bootstrapping.
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