Generating pseudo-random time series with specified marginal distributions

DOI10.1016/0377-2217(95)00206-5zbMath0929.91049MaRDI 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 series; autocorrelation; marginal distribution

Mathematics Subject Classification ID

91B84: Economic time series analysis

Related Items

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

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