AS 312 - An algorithm for simulating stationary Gaussian random fields

被引:35
作者
Chan, G
Wood, ATA
机构
[1] UNIV BATH, SCH MATH SCI, BATH BA2 7AY, AVON, ENGLAND
[2] UNIV NEW S WALES, SYDNEY, NSW, AUSTRALIA
关键词
circulant; fast Fourier transform; positive definite covariance matrix; toeplitz structure;
D O I
10.1111/1467-9876.00057
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
[No abstract available]
引用
收藏
页码:171 / 181
页数:11
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