Optimal importance sampling for some quadratic forms of ARMA processes
1995 ◽
Vol 41
(6)
◽
pp. 1834-1844
◽
2000 ◽
Vol 83-84
(1-3)
◽
pp. 443-445
2017 ◽
Vol E100.A
(1)
◽
pp. 18-25
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