Journal: Mathematics and Computers in Simulation

Volume 77, Issue 1

1 -- 8Pui Lam Leung, Wing-Keung Wong. Three-factor profile analysis with GARCH innovations
9 -- 21Matthew J. Simpson, Kerry A. Landman. Theoretical analysis and physical interpretation of temporal truncation errors in operator split algorithms
22 -- 33Maria M. Cerimele, Francesca Pistella, V. Valente. Numerical study of an evolutive model for magnetostrictive materials
34 -- 44Xinlong Feng, Guoliang He, Abdurishit Abduwali. Estimation of parameters of the Makeham distribution using the least squares method
45 -- 56Nicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen. A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
57 -- 63Christopher S. Withers, D. P. Krouse, C. P. Pearson, Saralees Nadarajah. Modelling time series when mean and variability both change
64 -- 71Zaeem A. Burq, Owen D. Jones. Simulation of Brownian motion at first-passage times
72 -- 80Per-Erik Hagmark. On construction and simulation of count data models
81 -- 95Manisankar Mandal, Surjya K. Pal. Pseudo-bond graph modelling of temperature distribution in a through-process steel rolling
96 -- 108Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang. An empirical evaluation of fat-tailed distributions in modeling financial time series
109 -- 116Steven Cook. Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
117 -- 132Pavel Solín, Jakub Cervený, Ivo Dolezel. Arbitrary-level hanging nodes and automatic adaptivity in the hp-FEM