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  07-January-2012 
Code by Marne C. Cario and Barry L. Nelson to simulate stationary time series with arbitrary marginal distributions and feasible autocorrelation structure specified through lag p.



 
   
  07-January-2012 
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.



 
   
  07-January-2012 
By J. Newton



 
   
  07-January-2012 
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.



 
   
  07-January-2012 
Fortran 77 code by Peter M. Hooper.



 
   
  07-January-2012 
By Chihwa Kao.


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