Statistical analysis of simulation generated time series: Systolic vs. semi-systolic correlation on the Connection Machine

DOI10.1016/0167-8191(92)90092-LzbMath0760.65136OpenAlexW1995349286MaRDI QIDQ1195165

Publication date: 7 October 1992

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8191(92)90092-l

zbMATH Keywords

correlation complexity simulation time series parallel computing Connection Machine full-systolic algorithms global addition semi-systolic algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parallel numerical computation (65Y05) Distributed algorithms (68W15) Numerical algorithms for specific classes of architectures (65Y10) Probabilistic methods, stochastic differential equations (65C99)

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