Correlation length of time series in statistical simulations

DOI10.1016/0021-9991(92)90055-4zbMath0762.65108OpenAlexW2020680983MaRDI QIDQ1201096

S. Singh

Publication date: 17 January 1993

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(92)90055-4

zbMATH Keywords

numerical exampletime seriescorrelation lengthrarefied gas flowstatistical simulations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Statistical error methods in computer simulations
• ON AUTOREGRESSIVE TIME SERIES

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