Generating pseudo-random time series with specified marginal distributions

DOI10.1016/0377-2217(95)00206-5zbMath0929.91049OpenAlexW1982281113MaRDI QIDQ1278295

Li-Ching Hsiao, Yun-Ju Chen, Wheyming Tina Song

Publication date: 22 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00206-5

zbMATH Keywords

time seriesautocorrelationmarginal distribution

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

A sensitivity study on the bootstrap confidence interval of the capability indexC_pm ⋮ Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution ⋮ Generating pseudo-random time series with specified marginal distributions

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• Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
• The spectral structure of tes processes
• Bivariate Gamma Random Vectors
• Some Concepts of Dependence

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