Modelling and simulation of fractional ARIMA processes based on importance sampling

Proceedings of the ACM Symposium on Applied Computing

Volumn 02-February-1998, Issue , 1998, Pages 453-455

  Li, Jung Shian ^a   Wolisz, Adam ^a   Popescu Zeletin, Radu ^a  

^a FRAUNHOFER FOKUS   (Germany)

Author keywords

Importance sampling; Self similar

Indexed keywords

COMPUTATION THEORY; GAUSSIAN NOISE (ELECTRONIC); HIGH SPEED NETWORKS; MULTIMEDIA SERVICES; QUEUEING THEORY;

FRACTIONAL GAUSSIAN NOISE; LARGE DEVIATION THEORY; LONG RANGE DEPENDENCE; MODELLING AND SIMULATIONS; PROBABILITY OF OCCURRENCE; SELF-SIMILAR; SHORT RANGE DEPENDENCES; THEORETICAL APPROACH;

IMPORTANCE SAMPLING;

EID: 85002388931     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/330560.330856     Document Type: Conference Paper

References (5)

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