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Generating pseudo-random time series with specified marginal distributions

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  • Wheyming Tina, Song
  • Li-Ching, Hsiao
  • Yun-Ju, Chen

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  • Wheyming Tina, Song & Li-Ching, Hsiao & Yun-Ju, Chen, 1996. "Generating pseudo-random time series with specified marginal distributions," European Journal of Operational Research, Elsevier, vol. 94(1), pages 194-202, October.
    • Handle: RePEc:eee:ejores:v:94:y:1996:i:1:p:194-202
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    References listed on IDEAS

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    1. Benjamin Melamed, 1991. "TES: A Class of Methods for Generating Autocorrelated Uniform Variates," INFORMS Journal on Computing, INFORMS, vol. 3(4), pages 317-329, November.
    2. Bruce W. Schmeiser & Ram Lal, 1982. "Bivariate Gamma Random Vectors," Operations Research, INFORMS, vol. 30(2), pages 355-374, April.
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