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Multi‐variate time‐series simulation

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  • Yuzhi Cai

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  • Yuzhi Cai, 2011. "Multi‐variate time‐series simulation," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 566-579, September.
    • Handle: RePEc:bla:jtsera:v:32:y:2011:i:5:p:566-579
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    Cited by:

    1. Yanira Guanche García & Maha Shadaydeh & Miguel Mahecha & Joachim Denzler, 2019. "Extreme anomaly event detection in biosphere using linear regression and a spatiotemporal MRF model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 849-867, September.
    2. M. Azimmohseni & A. R. Soltani & M. Khalafi, 2015. "Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(6), pages 783-796, November.
    3. Mitra Ghanbarzadeh & Mina Aminghafari, 2016. "A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 741-762, November.

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