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Modelling and simulation of fractional arima processes based on importance sampling

 
: Li, J.-S.; Wolisz, A.; Popescu-Zeletin, R.

:

Carroll, J. ; Association for Computing Machinery -ACM-, Special Interest Group on Applied Computing -SIGAPP-:
Applied computing 1998 : Proceedings of the ACM Symposium on Applied Computing, Tlanta Marriott Marquis Hotel, Atlanta, Georgia, February 27 - March 1, 1998
New York: ACM, 1998
ISBN: 0-89791-969-6
pp.453-455
Symposium on Applied Computing (SAC) <13, 1998, Atlanta/Ga.>
English
Conference Paper
Fraunhofer FOKUS ()

: http://publica.fraunhofer.de/documents/2004903361.html