Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes
- 26 September 2003
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 24 (5) , 505-511
- https://doi.org/10.1111/1467-9892.00318
Abstract
No abstract availableKeywords
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