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Spectral analysis of the MIXMAX random number generators
L'Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 135-144
Persistent link: https://www.econbiz.de/10012182996
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New forecasting insights on the bullwhip effect in a supply chain
Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286
Persistent link: https://www.econbiz.de/10010387735
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Making sense of transient responses in simulation studies
Melnyk, Steven A.; Zobel, Christopher W.; MacDonald, John R. - In: International journal of production research 52 (2014) 3, pp. 617-632
Persistent link: https://www.econbiz.de/10010254386
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A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152
conditional maximum likelihood methods are considered for the parameter estimation of the model. Moreover, simulation experiments …
Persistent link: https://www.econbiz.de/10014514104
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A predictive DEA model for outlier detection
Yang, Mingwen; Wan, Guohua; Zheng, Eric - In: Journal of management analytics 1 (2014) 1, pp. 20-41
Persistent link: https://www.econbiz.de/10011729396
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Long-term Memory in Stock Market Prices
Lo, Andrew W. - 1989
Mandelbrot's "range over standard deviation" or R/S statistic, for which the relevant asymptotic sampling theory is derived via … functional central limit theory. This test is applied to daily, weekly, monthly, and annual stock returns indexes over several …
Persistent link: https://www.econbiz.de/10012476064
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Tests For Unit Roots : A Monte Carlo Investigation
Schwert, G. William - 1988
Recent work by Said and Dickey (1984 ,1985) , Phillips (1987), and Phillips and Perron(1988) examines tests for unit roots in the autoregressive part of mixed autoregressive-integrated-moving average (ARIHA) models (tests for stationarity). Monte Carlo experiments show that these unit root tests...
Persistent link: https://www.econbiz.de/10012476279
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro; Kunst, Robert M. - In: International journal of forecasting 37 (2021) 2, pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
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Scheduling and short-term demand forecasting in an on-demand ride service industry
Adhyapak, Ritesh - In: International journal of services and operations … 40 (2021) 4, pp. 459-477
Persistent link: https://www.econbiz.de/10012800815
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Simulating Multivariate Syndromic Time Series and Outbreak Signatures
Lotze, Thomas - 2011
owners, a robust simulation method for multivariate time series derived from syndromic data is required. This paper describes …
Persistent link: https://www.econbiz.de/10012714426