Journal article 1214 views 223 downloads
A simulation method for finite non-stationary time series
Journal of Statistical Computation and Simulation, Volume: 84, Issue: 7, Pages: 1563 - 1579
Swansea University Author: Yuzhi Cai
-
PDF | Accepted Manuscript
Download (758.63KB)
DOI (Published version): 10.1080/00949655.2012.755184
Abstract
A simulation method for finite non-stationary time series
Published in: | Journal of Statistical Computation and Simulation |
---|---|
Published: |
2014
|
URI: | https://cronfa.swan.ac.uk/Record/cronfa19801 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
first_indexed |
2014-12-22T02:56:40Z |
---|---|
last_indexed |
2019-02-11T11:03:34Z |
id |
cronfa19801 |
recordtype |
SURis |
fullrecord |
<?xml version="1.0"?><rfc1807><datestamp>2019-02-08T11:47:13.2831435</datestamp><bib-version>v2</bib-version><id>19801</id><entry>2014-12-21</entry><title>A simulation method for finite non-stationary time series</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2014-12-21</date><deptcode>BAF</deptcode><abstract></abstract><type>Journal Article</type><journal>Journal of Statistical Computation and Simulation</journal><volume>84</volume><journalNumber>7</journalNumber><paginationStart>1563</paginationStart><paginationEnd>1579</paginationEnd><publisher/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2014</publishedYear><publishedDate>2014-12-31</publishedDate><doi>10.1080/00949655.2012.755184</doi><url/><notes></notes><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2019-02-08T11:47:13.2831435</lastEdited><Created>2014-12-21T15:55:56.6810633</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author><author><firstname>Jie</firstname><surname>Huang</surname><order>2</order></author><author><firstname>Yu</firstname><surname>Tang</surname><order>3</order></author><author><firstname>Guixia</firstname><surname>Zhou</surname><order>4</order></author></authors><documents><document><filename>0019801-22022016102019.pdf</filename><originalFilename>CaiSimulationMethodForFinite2014AM.pdf</originalFilename><uploaded>2016-02-22T10:20:19.4370000</uploaded><type>Output</type><contentLength>735249</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2016-02-22T00:00:00.0000000</embargoDate><copyrightCorrect>true</copyrightCorrect></document></documents><OutputDurs/></rfc1807> |
spelling |
2019-02-08T11:47:13.2831435 v2 19801 2014-12-21 A simulation method for finite non-stationary time series eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2014-12-21 BAF Journal Article Journal of Statistical Computation and Simulation 84 7 1563 1579 31 12 2014 2014-12-31 10.1080/00949655.2012.755184 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2019-02-08T11:47:13.2831435 2014-12-21T15:55:56.6810633 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 Jie Huang 2 Yu Tang 3 Guixia Zhou 4 0019801-22022016102019.pdf CaiSimulationMethodForFinite2014AM.pdf 2016-02-22T10:20:19.4370000 Output 735249 application/pdf Accepted Manuscript true 2016-02-22T00:00:00.0000000 true |
title |
A simulation method for finite non-stationary time series |
spellingShingle |
A simulation method for finite non-stationary time series Yuzhi Cai |
title_short |
A simulation method for finite non-stationary time series |
title_full |
A simulation method for finite non-stationary time series |
title_fullStr |
A simulation method for finite non-stationary time series |
title_full_unstemmed |
A simulation method for finite non-stationary time series |
title_sort |
A simulation method for finite non-stationary time series |
author_id_str_mv |
eff7b8626ab4cc6428eef52516fda7d6 |
author_id_fullname_str_mv |
eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai |
author |
Yuzhi Cai |
author2 |
Yuzhi Cai Jie Huang Yu Tang Guixia Zhou |
format |
Journal article |
container_title |
Journal of Statistical Computation and Simulation |
container_volume |
84 |
container_issue |
7 |
container_start_page |
1563 |
publishDate |
2014 |
institution |
Swansea University |
doi_str_mv |
10.1080/00949655.2012.755184 |
college_str |
Faculty of Humanities and Social Sciences |
hierarchytype |
|
hierarchy_top_id |
facultyofhumanitiesandsocialsciences |
hierarchy_top_title |
Faculty of Humanities and Social Sciences |
hierarchy_parent_id |
facultyofhumanitiesandsocialsciences |
hierarchy_parent_title |
Faculty of Humanities and Social Sciences |
department_str |
School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
document_store_str |
1 |
active_str |
0 |
published_date |
2014-12-31T03:23:19Z |
_version_ |
1763750759280672768 |
score |
11.037581 |