State space modeling of long-memory processes
نویسندگان
چکیده
منابع مشابه
Parallel Shared-Memory State-Space Exploration in Stochastic Modeling
Stochastic modeling forms the basis for analysis in many areas including biological and economic systems as well as the per formance and reliability modeling of computers and communication net works One common approach is the state space based technique which starting from a high level model uses depth rst search to generate both a description of every possible state of the model and the dynami...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1028144856