{"id":"https://openalex.org/W1997228501","doi":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","title":"Simulation of Real\u2010Valued Discrete\u2010Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices","display_name":"Simulation of Real\u2010Valued Discrete\u2010Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices","publication_year":2006,"publication_date":"2006-10-24","ids":{"openalex":"https://openalex.org/W1997228501","doi":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","mag":"1997228501"},"language":"en","primary_location":{"id":"doi:10.1111/j.1467-9892.2006.00507.x","doi":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","pdf_url":null,"source":{"id":"https://openalex.org/S206595242","display_name":"Journal of Time Series Analysis","issn_l":"0143-9782","issn":["0143-9782","1467-9892"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","doyens","jufo-2","norway-2","poland-100","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Time Series Analysis","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101816397","display_name":"A. R. Soltani","orcid":"https://orcid.org/0000-0003-0788-7719","observed_orcids":["https://orcid.org/0000-0003-0788-7719"]},"institutions":[{"id":"https://openalex.org/I166459259","display_name":"Shiraz University","ror":"https://ror.org/028qtbk54","country_code":"IR","type":"education","lineage":["https://openalex.org/I166459259"]},{"id":"https://openalex.org/I36721946","display_name":"Kuwait University","ror":"https://ror.org/021e5j056","country_code":"KW","type":"education","lineage":["https://openalex.org/I36721946"]}],"countries":["IR","KW"],"is_corresponding":true,"raw_author_name":"A. R. Soltani","raw_affiliation_strings":["Kuwait University and Shiraz University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kuwait University and Shiraz University","institution_ids":["https://openalex.org/I166459259","https://openalex.org/I36721946"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103101709","display_name":"Majid Azimmohseni","orcid":"https://orcid.org/0000-0002-6378-2113","observed_orcids":["https://orcid.org/0000-0002-6378-2113"]},"institutions":[{"id":"https://openalex.org/I166459259","display_name":"Shiraz University","ror":"https://ror.org/028qtbk54","country_code":"IR","type":"education","lineage":["https://openalex.org/I166459259"]},{"id":"https://openalex.org/I36721946","display_name":"Kuwait University","ror":"https://ror.org/021e5j056","country_code":"KW","type":"education","lineage":["https://openalex.org/I36721946"]}],"countries":["IR","KW"],"is_corresponding":true,"raw_author_name":"M. Azimmohseni","raw_affiliation_strings":["Kuwait University and Shiraz University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kuwait University and Shiraz University","institution_ids":["https://openalex.org/I166459259","https://openalex.org/I36721946"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101816397","https://openalex.org/A5103101709"],"corresponding_institution_ids":["https://openalex.org/I166459259","https://openalex.org/I36721946"],"apc_list":{"value":3510,"currency":"USD","value_usd":3510},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"28","issue":"2","first_page":"225","last_page":"240"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.48069998621940613,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.48069998621940613,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.15199999511241913,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11210","display_name":"Mathematical Analysis and Transform Methods","score":0.09390000253915787,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/periodically-correlated-processes","display_name":"periodically correlated processes","score":0.9760000109672546},{"id":"https://openalex.org/keywords/spectral-density-matrix","display_name":"spectral density matrix","score":0.8050000071525574},{"id":"https://openalex.org/keywords/spectroscopic-characterization","display_name":"spectroscopic characterization","score":0.7360000014305115},{"id":"https://openalex.org/keywords/mean-square-convergence","display_name":"mean square convergence","score":0.8199999928474426}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8471285104751587},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.6270735859870911},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.6205005645751953},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.578549325466156},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.48762550950050354},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4781797230243683},{"id":"https://openalex.org/C168110828","wikidata":"https://www.wikidata.org/wiki/Q1331626","display_name":"Spectral density","level":2,"score":0.4651995599269867},{"id":"https://openalex.org/C2985906921","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Spectral properties","level":2,"score":0.4451344907283783},{"id":"https://openalex.org/C2780841128","wikidata":"https://www.wikidata.org/wiki/Q5073781","display_name":"Characterization (materials science)","level":2,"score":0.4376559257507324},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3916531503200531},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23333817720413208},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09254637360572815},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C147597530","wikidata":"https://www.wikidata.org/wiki/Q369472","display_name":"Computational chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C171250308","wikidata":"https://www.wikidata.org/wiki/Q11468","display_name":"Nanotechnology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1111/j.1467-9892.2006.00507.x","doi":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1467-9892.2006.00507.x","pdf_url":null,"source":{"id":"https://openalex.org/S206595242","display_name":"Journal of Time Series Analysis","issn_l":"0143-9782","issn":["0143-9782","1467-9892"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","doyens","jufo-2","norway-2","poland-100","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Time Series Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1970126699","https://openalex.org/W1975475833","https://openalex.org/W1991599576","https://openalex.org/W2043099482","https://openalex.org/W2049858044","https://openalex.org/W2051790024","https://openalex.org/W2054913669","https://openalex.org/W2098301339","https://openalex.org/W2114509411","https://openalex.org/W2128340703","https://openalex.org/W2140971281","https://openalex.org/W2167444437","https://openalex.org/W2503267194","https://openalex.org/W2549568718","https://openalex.org/W2797925168","https://openalex.org/W3120218466","https://openalex.org/W4292963524","https://openalex.org/W4301248347"],"related_works":["https://openalex.org/W1936535216","https://openalex.org/W2997609143","https://openalex.org/W7100214555","https://openalex.org/W2054913669","https://openalex.org/W1567849865","https://openalex.org/W2165890791","https://openalex.org/W1993483642","https://openalex.org/W2001228707","https://openalex.org/W2120609090","https://openalex.org/W1984995503"],"abstract_inverted_index":{"Abstract.":[0],"In":[1],"this":[2],"article,":[3],"we":[4],"provide":[5],"a":[6,10,22,28,32],"spectral":[7,34],"characterization":[8],"for":[9,31],"real\u2010valued":[11],"discrete\u2010time":[12],"periodically":[13],"correlated":[14],"process,":[15,42],"and":[16],"then":[17],"proceed":[18],"on":[19],"to":[20,25,48],"establish":[21],"simulation":[23],"procedure":[24],"simulate":[26],"such":[27],"Gaussian":[29],"process":[30,51],"given":[33],"density.":[35],"We":[36],"also":[37],"prove":[38],"that":[39],"the":[40,49,53],"simulated":[41],"at":[43],"each":[44],"time":[45],"index,":[46],"converges":[47],"actual":[50],"in":[52],"mean":[54],"square.":[55]},"counts_by_year":[{"year":2018,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}