×

Applications of the theory of \(\text{Sub}_{\varphi}(\Omega)\) spaces of random variables for modelling stationary Gaussian processes. (Ukrainian, English) Zbl 1050.60045

Teor. Jmovirn. Mat. Stat. 67, 71-87 (2002); translation in Theory Probab. Math. Stat. 67, 79-96 (2003).
The authors demonstrate how the theory of \(\text{Sub}_{\varphi}(\Omega)\) random variables and processes can be used for modelling Gaussian stationary mean-square continuous processes with continuous spectral function. The precision, reliability and accuracy of the proposed methods are investigated.

MSC:

60G15 Gaussian processes
65C05 Monte Carlo methods
PDFBibTeX XMLCite