Efficient On-Line Generation of the Correlation Structure of F-ARIMA Processes

Maria Estrella Sousa Vieira, Andrés Suárez-González, José C. López-Ardao, Cándido López-García. Efficient On-Line Generation of the Correlation Structure of F-ARIMA Processes. In Khalid Al-Begain, Dieter Fiems, Gábor Horváth, editors, Analytical and Stochastic Modeling Techniques and Applications, 16th International Conference, ASMTA 2009, Madrid, Spain, June 9-12, 2009. Proceedings. Volume 5513 of Lecture Notes in Computer Science, pages 131-143, Springer, 2009. [doi]

Abstract

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