Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Online veröffentlicht: 10. Juli 2015

Seitenbereich: 19 - 37

DOI: https://doi.org/10.1515/mmce-2015-0008

Schlüsselwörter

Stationary Gaussian processes, spectral representation, simulation methods, specific barrier model ()

© Luciana Majercsik et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.