SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

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Publication:98643

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DOI10.1142/s0218348x04002379MaRDI QIDQ98643

Murad S. Taqqu, Stilian Stoev

Publication date: March 2004

Published in: Fractals (Search for Journal in Brave)

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