Pages that link to "Item:Q4015418"
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The following pages link to TES: A Class of Methods for Generating Autocorrelated Uniform Variates (Q4015418):
Displaying 11 items.
- Generating pseudo-random time series with specified marginal distributions (Q1278295) (← links)
- Regenerative simulation of TES processes (Q1323530) (← links)
- Conditions for finite moments of waiting times in \(G/G/1\) queues (Q1339070) (← links)
- Descriptors of arrival-process burstiness with application to the discrete Markovian arrival process (Q1362303) (← links)
- Simulation input data modeling (Q1805479) (← links)
- MARM processes. II: The empirically-based subclass (Q1945605) (← links)
- MARM processes. I: General theory (Q1945606) (← links)
- Autoregressive to anything: Time-series input processes for simulation (Q2564301) (← links)
- A sensitivity study on the bootstrap confidence interval of the capability index<i>C<sub>pm</sub></i> (Q3559440) (← links)
- TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS (Q4628411) (← links)
- Approximations for the departure process of the G/G/1 queue with Markov-modulated arrivals (Q5952505) (← links)
