Simulation of Multivariate Non-Gaussian Autoregressive Time Series with Given Autocovariance and Marginals - 惯性聚合

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Simulation of Multivariate Non-Gaussian Autoregressive Time Series with Given Autocovariance and Marginals

Dimitris Kugiumtzis, Efthimia Bora-Senta · 2014-03-13 · via math.ST updates on arXiv.org

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