Optimal antithetic weights for lognormal time series forecasting

DOI10.1016/S0305-0548(98)00058-6zbMath0947.90064OpenAlexW2059697526MaRDI QIDQ1302581

Dennis Ridley

Publication date: 22 September 1999

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(98)00058-6

zbMATH Keywords

optimizationstochastic processespower transformationantithetic combiningtime-series forecasting

Mathematics Subject Classification ID

Operations research and management science (90B99)

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Unnamed Item ⋮ Complementary antithetic weights for lognormal time-series forecasting.

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