A new method of random time-series simulation-Reference-Cited by-同舟云学术

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A new method of random time-series simulation

Published:1997-03 Issue:3 Volume:5 Page:217-234
ISSN:0928-4869
Container-title:Simulation Practice and Theory
language:en
Short-container-title:Simulation Practice and Theory

Author:

Figwer J.

Publisher

Elsevier BV

Subject

Modelling and Simulation

Reference12 articles.

1. Introduction to Stochastic Control Theory;Åström,1970

2. Random Data Analysis and Measurement Procedures;Bendat,1986

3. On the generation of high quality scalar white noise series;Figwer;Appl. Stochastic Models and Data Analysis,1992

4. White noise quality and the results of simulated identification;Figwer,1994

5. Random numbers for simulation;L'Ecuyer;Comm. ACM,1990

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