Approximate wavelet-based simulation of long memory processes

Journal of Statistical Computation and Simulation

Volumn 75, Issue 5, 2005, Pages 363-379

  Craigmile, Peter F ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Approximate simulation; Circular autoregressive processes; Discrete wavelet transform; Long memory processes

Indexed keywords

EID: 27844592156     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965042000212916     Document Type: Article

References (30)

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