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"Modelling and simulation of fractional ARIMA processes based on importance ..."

Jung-Shian Li, Adam Wolisz, Radu Popescu-Zeletin (1998)

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DOI: 10.1145/330560.330856

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  - conf/sac/LiWP98
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Jung-Shian Li, Adam Wolisz, Radu Popescu-Zeletin:
Modelling and simulation of fractional ARIMA processes based on importance sampling. SAC 1998: 453-455

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