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scientific article; zbMATH DE number 1944329
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scientific article; zbMATH DE number 1944329

    Statements

    author
    Gabriel Lang
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    Georges Oppenheim
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    Anne Philippe
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    Murad S. Taqqu
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    Jean-Marc Bardet
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    publication date
    8 March 2004
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    Mathematics Subject Classification ID
    65C05
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    65C50
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    60J65
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    60G18
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    62M10
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    65C60
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    zbMATH DE Number
    1944329
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    zbMATH Keywords
    Lagrange dependent process generation
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    Monte Carlo method
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    fractional Brownian motion
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    fractional Gaussian noise
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    FARIMA processes
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