210 citations · 245 across the 5 of their papers we have counts for
3 papers · 1 filter
Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding
Adam M. Sykulski, Donald B. Percival
This paper provides an algorithm for simulating improper (or noncircular) complex-valued stationary Gaussian processes. The technique utilizes recently developed methods for multiv…
Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data
Tilmann Gneiting, Hana Ševčíková, Donald B. Percival
The fractal or Hausdorff dimension is a measure of roughness (or smoothness) for time series and spatial data. The graph of a smooth, differentiable surface indexed in $\mathbb{R}^…
Assessing Characteristic Scales Using Wavelets
Michael J. Keim, Donald B. Percival
Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coeff…