![](/img/cover-not-exists.png)
Simulation of multivariate non-gaussian autoregressive time series with given autocovariance and marginals
Kugiumtzis, Dimitris, Bora-Senta, EfthimiaVolume:
44
Language:
english
Journal:
Simulation Modelling Practice and Theory
DOI:
10.1016/j.simpat.2014.03.001
Date:
May, 2014
File:
PDF, 694 KB
english, 2014