Simulation of stationary Gaussian vector fields

STATISTICS FOR SPATIAL DATA

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Tests for Hurst effect

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A fast and exact method for multidimensional gaussian stochastic simulations

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Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation

Amir Dembo, C. L. Mallows, L. A. Shepp · IEEE Transactions on Information Theory · 1989 · 78 citations

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ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS

Andrey Feuerverger, Peter Hall, Andrew T. A. Wood · Journal of Time Series Analysis · 1994 · 42 citations

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