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Simulation of Stationary Gaussian Processes in [0, 1]d
7 references·16 citing·35 second hop
Simulation of Stationary Gaussian Processes in [0, 1]d (1994)Simulation of Stationary Gaussian Process…STATISTICS FOR SPATIAL DATA (1992)STATISTICS FOR SPATIAL DATAStatistics for spatial data (1992)Statistics for spatial dataTests for Hurst Effect (1987)Tests for Hurst EffectStochastic Simulation (1987)Stochastic SimulationThe intrinsic random functions and their applications (1973)The intrinsic random function…Digital simulation of random processes and its applications (1972)Digital simulation of random …Simulation of Multivariate and Multidimensional Random Processes (1971)Simulation of Multivariate an…Analysis, Simulation and Prediction of Multivariate Random Fields with PackageRandomFields (2015)Analysis, Simulation and Pred…Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media (2013)Multilevel Monte Carlo for tw…Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package 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References

  • 1992STATISTICS FOR SPATIAL DATA9,140 cited
  • 1987Stochastic Simulation2,240 cited
  • 1972Digital simulation of random processes and its applications1,663 cited
  • 1973The intrinsic random functions and their applications1,499 cited
  • 1992Statistics for spatial data1,057 cited
  • 1971Simulation of Multivariate and Multidimensional Random Processes659 cited
  • 1987Tests for Hurst Effect544 cited

Cited by

  • 2010Geostatistical Inference Under Preferential Sampling378 cited
  • 2010Estimators of fractal dimension: Assessing the roughness of time series and spatial data249 cited
  • 2001Fitting Gaussian Markov Random Fields to Gaussian Fields222 cited
  • 2015Analysis, Simulation and Prediction of Multivariate Random Fields with PackageRandomFields206 cited
  • 2012Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data206 cited
  • 2001Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths193 cited
  • 2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series178 cited
  • 2008Permutation entropy of fractional Brownian motion and fractional Gaussian noise

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102 cited
  • 2005On Non-Scale-Invariant Infinitely Divisible Cascades93 cited
  • 2003Generators of long-range dependent processes: A survey92 cited
  • 2003ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION90 cited
  • 2003Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes82 cited
  • 2012Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package76 cited
  • 2005PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE73 cited
  • 2013Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media61 cited
  • 2011Identification of the Multivariate Fractional Brownian Motion57 cited