by A.I. McLeod and Ying Zhang
08/21/2009 5:36 PM
| Mathematica |
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MatLab |
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| Variance of the estimated efficiency in simulation experiments: PDF |
| Proof n ≥ 2p. PDF, excerpt from Champernowne (1948) |
| ARMA(1,1) Spectral Density Functions (log base 2 scale) |
| ARMA(1,1) Theoretical Autocorrelation Functions |