collaborators

1 paper

stat.AP2021

A tutorial on reproducing a predefined autocovariance function through AR models: Application to stationary homogeneous isotropic turbulence

Cristobal Gallego-Castillo, Alvaro Cuerva-Tejero, Mohanad Elagamy +2

Sequential methods for synthetic realisation of random processes have a number of advantages compared with spectral methods. In this article, the determination of optimal autoregre…