- Feature Paper
- Article
Towards Generic Simulation for Demanding Stochastic Processes
- Demetris Koutsoyiannis and
- Panayiotis Dimitriadis
We outline and test a new methodology for genuine simulation of stochastic processes with any dependence structure and any marginal distribution. We reproduce time dependence with a generalized, time symmetric or asymmetric, moving-average scheme. Th...

