Simulating Gaussian Random Processes with Specified Spectra

By Donald B. Percival. 2001

82 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f5d9f0ade626afb5b67877a9beedf9a315780fbd

Citations in the corpus

• Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (2003, unknown): “and used the Levinson-Durbin recursion algorithm for solving a Toeplitz system (see, e.g., [ 44 ]).”