Article ID: | iaor1998467 |
Country: | Netherlands |
Volume: | 19 |
Issue: | 3 |
Start Page Number: | 51 |
End Page Number: | 58 |
Publication Date: | Aug 1996 |
Journal: | Operations Research Letters |
Authors: | Nelson Barry L., Cairo Marne C. |
Keywords: | time series & forecasting methods |
We develop a model for representing stationary time series with arbitrary marginal distributions and autocorrelation structures and describe how to generate data based upon our model for use in a simulation.