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Analysis of nonstationary stochastic simulations using classical time-series models.
Rita Marques Brandão
Acácio M. O. Porta Nova
Published in:
ACM Trans. Model. Comput. Simul. (2009)
Keyphrases
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non stationary
autoregressive
random fields
markov processes
fractional brownian motion
probabilistic model
adaptive algorithms
financial time series
blind source separation
stochastic processes
stochastic process
stochastic models