Comparaison des méthodes de simulation d'un bruit blanc gaussien

D. Bosq; D. Smili

Revue de Statistique Appliquée (1991)

  • Volume: 39, Issue: 3, page 5-15
  • ISSN: 0035-175X

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Bosq, D., and Smili, D.. "Comparaison des méthodes de simulation d'un bruit blanc gaussien." Revue de Statistique Appliquée 39.3 (1991): 5-15. <http://eudml.org/doc/106298>.

@article{Bosq1991,
author = {Bosq, D., Smili, D.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {3},
pages = {5-15},
publisher = {Société de Statistique de France},
title = {Comparaison des méthodes de simulation d'un bruit blanc gaussien},
url = {http://eudml.org/doc/106298},
volume = {39},
year = {1991},
}

TY - JOUR
AU - Bosq, D.
AU - Smili, D.
TI - Comparaison des méthodes de simulation d'un bruit blanc gaussien
JO - Revue de Statistique Appliquée
PY - 1991
PB - Société de Statistique de France
VL - 39
IS - 3
SP - 5
EP - 15
LA - fre
UR - http://eudml.org/doc/106298
ER -

References

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  1. (1) Bailey, B.J.R. (1981) : Alternatives to Hastings'approximation to the inverse of the normal cumulative distribution function. Appl.Statist., 30, N°. 3, pp. 275-276. MR642779
  2. (2) Bosq, D. et Lecoutre, J.P (1987) : théorie de l'estimation fonctionnelle. Ed Economica. 
  3. (3) Box, J.E.P. and Muller, M.E. (1958) : A note on the generation of random normal deviates. Ann.Math. Statist., 29, pp. 610- 611. Zbl0085.13720
  4. (4) Golder, E.R. and Setle, J.G. (1976) : The Box-Muller method for generating pseudo-random normal deviates. Appl. Statist., 25, N°.1, pp. 12-20. MR428682
  5. (5) Hastings, C. (1955) : Approximation for digital computers. Princeton University Press. Zbl0066.10704MR68915
  6. (6) Hugo, C.H. (1978) : Approximating the cumulative normal distribution and its inverse. Appl. Statist.,27, N°.1., pp.76-77. 
  7. (7) Lehmer, D.H. (1951) : Mathematical methods in large scale digital computing units. Proceedings of second symposium on large scale digital calculating machinery. Ann. Comput. Lab. Harvard University, V.26, pp. 141-146. Zbl0045.40001MR44899
  8. (8) Neave, H.R. (1973) : On using the Box-Muller transformation with multiplicative congruential pseudo-random number generators. Appl. Statist., 22, pp. 92-97. 
  9. (9) Page, E. (1978) : Approximation to the cumulative normal function and its inverse for use on a pocket calculator. Appl. Statist., V.26, N°.1, pp. 75-76. 
  10. (10) Smili, D. (1990) : Contribution à l'étude probabiliste des générateurs d'échantillons de séries temporelles. Thèse de l'Université Paris 6. 
  11. (11) Zelen, M. and Severo, N.C. (1966) : Probability functions. In handbook of mathematical functions (M. Abramowitz and I. A. Stegun, eds). Washington. D.C. : Department of commerce of U.S. Government. Zbl0100.14803

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