@article{RSA_1991__39_3_5_0, author = {Bosq, D. and Smili, D.}, title = {Comparaison des m\'ethodes de simulation d'un bruit blanc gaussien}, journal = {Revue de Statistique Appliqu\'ee}, pages = {5--15}, publisher = {Soci\'et\'e de Statistique de France}, volume = {39}, number = {3}, year = {1991}, mrnumber = {1145956}, zbl = {0972.65501}, language = {fr}, url = {http://www.numdam.org/item/RSA_1991__39_3_5_0/} }
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 SP - 5 EP - 15 VL - 39 IS - 3 PB - Société de Statistique de France UR - http://www.numdam.org/item/RSA_1991__39_3_5_0/ LA - fr ID - RSA_1991__39_3_5_0 ER -
Bosq, D.; Smili, D. Comparaison des méthodes de simulation d'un bruit blanc gaussien. Revue de Statistique Appliquée, Tome 39 (1991) no. 3, pp. 5-15. http://www.numdam.org/item/RSA_1991__39_3_5_0/
(1) Alternatives to Hastings'approximation to the inverse of the normal cumulative distribution function. Appl.Statist., 30, N°. 3, pp. 275-276. | MR
(1981) :(2) théorie de l'estimation fonctionnelle. Ed Economica.
et P (1987) :(3) A note on the generation of random normal deviates. Ann.Math. Statist., 29, pp. 610- 611. | Zbl
and (1958) :(4) The Box-Muller method for generating pseudo-random normal deviates. Appl. Statist., 25, N°.1, pp. 12-20. | MR
and (1976) :(5) Approximation for digital computers. Princeton University Press. | MR | Zbl
(1955) :(6) Approximating the cumulative normal distribution and its inverse. Appl. Statist.,27, N°.1., pp.76-77.
(1978) :(7) 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. | MR | Zbl
(1951) :(8) On using the Box-Muller transformation with multiplicative congruential pseudo-random number generators. Appl. Statist., 22, pp. 92-97.
(1973) :(9) Approximation to the cumulative normal function and its inverse for use on a pocket calculator. Appl. Statist., V.26, N°.1, pp. 75-76.
(1978) :(10) Contribution à l'étude probabiliste des générateurs d'échantillons de séries temporelles. Thèse de l'Université Paris 6.
(1990) :(11) Probability functions. In handbook of mathematical functions (M. Abramowitz and I. A. Stegun, eds). Washington. D.C. : Department of commerce of U.S. Government.
and (1966) :