Copula-Based Multivariate Input Models for Stochastic Simulation

DOI10.1287/opre.1080.0669zbMath1342.62097OpenAlexW2124741337MaRDI QIDQ3100393

Bahar Biller

Publication date: 24 November 2011

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1080.0669

zbMATH Keywords

correlationsamplingestimationtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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