| Article ID: | iaor20011094 |
| Country: | United States |
| Volume: | 19 |
| Issue: | 2 |
| Start Page Number: | 51 |
| End Page Number: | 58 |
| Publication Date: | Aug 1996 |
| Journal: | Operations Research Letters |
| Authors: | Cario M.C., Nelson B.L. |
| Keywords: | simulation: languages & programs |
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.