The transition and autocorrelation structure of tes processes

DOI10.1080/15326349208807221zbMath0760.60102OpenAlexW1996006617MaRDI QIDQ5966698

David L. Jagerman, Benjamin Melamed

Publication date: 17 January 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349208807221

zbMATH Keywords

Monte Carlo simulationautoregressive processesautocorrelation functionslinear autoregressive schemeTES processes and methods

Mathematics Subject Classification ID

Special processes (60K99)

Related Items (6)

Using discrete event simulation to fit probability distributions for autocorrelated service times ⋮ MARM processes. II: The empirically-based subclass ⋮ MARM processes. I: General theory ⋮ TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS ⋮ Simulation input data modeling ⋮ Regenerative simulation of TES processes

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