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Publications in Simulation

A Generalized ARFIMA Process With Markov-Switching Fractional Differencing Parameter

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2009English

A Monte Carlo Investigation Into the Properties of a Proposed Robust One-Sample Test of Location

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
1984English

Garch Forecasting Performance Under Different Distribution Assumptions

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2006English

Molecular-Dynamics Simulations of Low-Energy Copper Atom Interaction With Copper Surfaces

Modelling and Simulation in Materials Science and Engineering
Mechanics of MaterialsMaterials ScienceCondensed Matter PhysicsSimulationComputer Science ApplicationsModeling
1993English

A Semi-Analytical Method for Quantifying the Size-Dependent Elasticity of Nanostructures

Modelling and Simulation in Materials Science and Engineering
Mechanics of MaterialsMaterials ScienceCondensed Matter PhysicsSimulationComputer Science ApplicationsModeling
2008English

Simulations of the Initial Transient During Directional Solidification of Multicomponent Alloys Using the Phase Field Method

Modelling and Simulation in Materials Science and Engineering
Mechanics of MaterialsMaterials ScienceCondensed Matter PhysicsSimulationComputer Science ApplicationsModeling
2000English

Economic and Statistical Measures of Forecast Accuracy

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2000English

Fast Estimation Methods for Time-Series Models in State–space Form

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2009English

Continuum Mechanics of Crack Blunting on the Atomic Scale: Elastic Solutions

Modelling and Simulation in Materials Science and Engineering
Mechanics of MaterialsMaterials ScienceCondensed Matter PhysicsSimulationComputer Science ApplicationsModeling
1997English

A Note on Functional Linear Regression

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2009English

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