Burn-in selection in simulating stationary time series

DOI10.1016/j.csda.2023.107886zbMath1543.62134MaRDI QIDQ6554246

Henry Lam, Wai Leong Ng, Chu Kin Chan, Chun Yip Yau, Yuanbo Li

Publication date: 12 June 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

long-memory time seriesexact simulationsfractionally integrated autoregressive moving average models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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