Simulation of multivariate non-gaussian autoregressive time series with given autocovariance and marginals

Dimitris Kugiumtzis, Efthimia Bora-Senta. Simulation of multivariate non-gaussian autoregressive time series with given autocovariance and marginals. Simulation Modelling Practice and Theory, 44:42-53, 2014. [doi]

Abstract

Abstract is missing.