Evaluation of the ARTAFIT Method for Fitting Time-Series Input Processes for Simulation

DOI10.1287/IJOC.1070.0261zbMath1243.62114OpenAlexW2161943552MaRDI QIDQ2901029

Bahar Biller, Barry L. Nelson

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/04ed68e76f42ef9034d7a3cd73cbc67a656645ab

zbMATH Keywords

\texttt{ARTAFIT}

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Faster Kriging: Facing High-Dimensional Simulators ⋮ A simulation method for finite non-stationary time series ⋮ Multi-variate time-series simulation

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