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scientific article; zbMATH DE number 1163494 - MaRDI portal

scientific article; zbMATH DE number 1163494

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zbMath0898.65108MaRDI QIDQ4395048

Henrik Flyvbjerg

Publication date: 11 June 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical examples time series Monte Carlo methods renormalization group method statistical error average of correlated data infinite range correlations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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