Correlation length of time series in statistical simulations
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Publication:1201096
DOI10.1016/0021-9991(92)90055-4zbMath0762.65108MaRDI QIDQ1201096
Publication date: 17 January 1993
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-9991(92)90055-4
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99: Probabilistic methods, stochastic differential equations
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