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    SIGPRO
    2011
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    Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
    12 years 11 months ago
    Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
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    A fast and exact procedure for the numerical synthesis of stationary multivariate Gaussian time series with a priori prescribed and well controlled autoand cross-covariance functi...
    Hannes Helgason, Vladas Pipiras, Patrice Abry
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