Modelling and simulation of fractional ARIMA processes based on importance sampling
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Jung-Shian Li, Adam Wolisz, Radu Popescu-Zeletin
Modelling and simulation of fractional ARIMA processes based on importance sampling
SAC, 1998.

SAC 1998
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@inproceedings{SAC-1998-LiWP,
	author        = "Jung-Shian Li and Adam Wolisz and Radu Popescu-Zeletin",
	booktitle     = "{Proceedings of the 13th Symposium on Applied Computing}",
	doi           = "10.1145/330560.330856",
	pages         = "453--455",
	publisher     = "{ACM}",
	title         = "{Modelling and simulation of fractional ARIMA processes based on importance sampling}",
	year          = 1998,
}

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