"Optimal importance sampling for some quadratic forms of ARMA processes."

Piero Barone, Anna Gigli, Mauro Piccioni (1995)

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DOI: 10.1109/18.476309

access: closed

type: Journal Article

metadata version: 2020-03-10

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Piero Barone, Anna Gigli, Mauro Piccioni:
Optimal importance sampling for some quadratic forms of ARMA processes. IEEE Trans. Inf. Theory 41(6): 1834-1844 (1995)

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