Processes with long memory: Regenerative construction and perfect simulation

Annals of Applied Probability

Volumn 12, Issue 3, 2002, Pages 921-943

  Comets, Francis ^a   Fernández, Roberto ^b   Ferrari, Pablo A ^c  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ DE ROUEN   (France)

^c UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Binary autoregressions; Chains with complete connections; Perfect simulation; Regeneration

Indexed keywords

EID: 0042470719     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1031863175     Document Type: Article

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