Fitting time-series input processes for simulation

Operations Research

Volumn 53, Issue 3, 2005, Pages 549-559

  Biller, Bahar ^a   Nelson, Barry L ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b Northwestern University   (United States)

Author keywords

Correlation; Estimation; Least squares fitting; Simulation; Statistical analysis: stochastic input modeling; Statistics; Time series: autoregressive processes

Indexed keywords

CORRELATIONS; LEAST SQUARE FITTING; STATISTICAL ANALYSIS: STOCHASTIC INPUT MODELING; TIME SERIES: AUTOREGRESSIVE PROCESSES;

ALGORITHMS; AUTOMATION; COMPUTER SIMULATION; COMPUTER SOFTWARE; ESTIMATION; INPUT OUTPUT PROGRAMS; MATHEMATICAL MODELS; PROBLEM SOLVING; SIMULATION; STATISTICAL METHODS; STATISTICS; STOCHASTIC CONTROL SYSTEMS;

TIME SERIES ANALYSIS;

EID: 25144441727     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1040.0190     Document Type: Review

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