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SIAM Journal on Numerical Analysis, Vol. 5, No. 1 (Mar., 1968), pp. 102-112 (11 pages) This paper derives a numerical scheme for determining the coefficients of the power series expansion of a given ...
Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.