Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
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Publication:4455663
DOI10.1111/1467-9892.00318zbMath1035.68131OpenAlexW2110906205MaRDI QIDQ4455663
Publication date: 16 March 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00318
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