Pages that link to "Item:Q5322112"
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The following pages link to Fitting Time-Series Input Processes for Simulation (Q5322112):
Displaying 13 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Analysis of event-based, single-server nonstationary simulation responses using classical time-series models (Q439566) (← links)
- Optimal control of dosage decisions in controlled ovarian hyperstimulation (Q601178) (← links)
- The use of synthetic input sequences in time series modeling (Q641232) (← links)
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices (Q968505) (← links)
- Construction of phenomenological models from numerical scalar time series (Q994947) (← links)
- Model fitting for real-data time series (Q1115404) (← links)
- Simulation input data modeling (Q1805479) (← links)
- Impact of dependence on single-server queueing systems (Q2029924) (← links)
- Evaluation of the ARTAFIT method for fitting time-series input processes for simulation (Q2901029) (← links)
- Copula-Based Multivariate Input Models for Stochastic Simulation (Q3100393) (← links)
- Faster Kriging: Facing High-Dimensional Simulators (Q5130493) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
