![Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days]({"type":"image" , "src" : "/sda/5943/TOC-Subject-Sample-2021-Mathematics-Statistics.jpg"})
The paper discusses a simulation method for multivariate Gaussian time series by means of the discrete Fourier transform (Borgman, 1982). The procedure is quite general with respect to the correlation and spectral properties of the series and allows In addition simulations conditional on a subset of the time series. Simulations of the output from a set of ocean wave recorders are shown as an illustration of the method.
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
