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Volumn 9, Issue 4, 1999, Pages 265-268

Simulation of stationary Gaussian vector fields

Author keywords

Circulant embedding; Fast Fourier transform; Toeplitz matrix

Indexed keywords


EID: 0042547026     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008903804954     Document Type: Article
Times cited : (51)

References (10)
  • 1
    • 0031340667 scopus 로고    scopus 로고
    • An algorithm for simulating stationary Gaussian random fields
    • Chan, G. and Wood, A. T. A. (1997) An algorithm for simulating stationary Gaussian random fields. Applied Statistics, Algorithm Section, 46, 171-181.
    • (1997) Applied Statistics, Algorithm Section , vol.46 , pp. 171-181
    • Chan, G.1    Wood, A.T.A.2
  • 2
    • 0042616622 scopus 로고    scopus 로고
    • Simulation of multifractional Brownian motion
    • R. Payne and P. J. Green (Eds). New York: Physica-Verlag
    • Chan and Wood, A. T. A. (1998) Simulation of multifractional Brownian motion, pages 233-238, Proceedings in Computational Statistics 1998. R. Payne and P. J. Green (Eds). New York: Physica-Verlag.
    • (1998) Proceedings in Computational Statistics 1998 , pp. 233-238
    • Chan1    Wood, A.T.A.2
  • 4
    • 0002231124 scopus 로고
    • Tests for Hurst effect
    • Davies, R. and Harte, D. S. (1987) Tests for Hurst effect. Biometrika, 74, 95-101.
    • (1987) Biometrika , vol.74 , pp. 95-101
    • Davies, R.1    Harte, D.S.2
  • 5
    • 0024766366 scopus 로고
    • Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
    • Dembo, A., Mallows, C. L. and Shepp, L. A. (1989) Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. IEEE Trans. Inform. Theory, 35, 1206-1212.
    • (1989) IEEE Trans. Inform. Theory , vol.35 , pp. 1206-1212
    • Dembo, A.1    Mallows, C.L.2    Shepp, L.A.3
  • 6
    • 0027790179 scopus 로고
    • A fast and exact method for multidimensional Gaussian stochastic simulations
    • Dietrich, C. and Newsam, G. (1993) A fast and exact method for multidimensional Gaussian stochastic simulations. Water Resources Research, 29, 2861-2869.
    • (1993) Water Resources Research , vol.29 , pp. 2861-2869
    • Dietrich, C.1    Newsam, G.2
  • 7
    • 84981374637 scopus 로고
    • Estimation of fractal index and fractal dimension of a Gaussian process by counting the number of level crossings
    • Feuerverger, A., Hall, P. and Wood, A. T. A. (1994) Estimation of fractal index and fractal dimension of a Gaussian process by counting the number of level crossings. J. Time Series Analysis, 15, 587-606.
    • (1994) J. Time Series Analysis , vol.15 , pp. 587-606
    • Feuerverger, A.1    Hall, P.2    Wood, A.T.A.3
  • 8
    • 0004332272 scopus 로고
    • Numerical Algorithms Limited, Oxford, U.K.
    • NAG (1991) NAG Fortran Library Manual Mark 15, Numerical Algorithms Limited, Oxford, U.K.
    • (1991) NAG Fortran Library Manual Mark 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.