Simulation of time series using periodic gamma autoregressive models

DOI10.1111/itor.12593OpenAlexW2892346206MaRDI QIDQ6066590

Unnamed Author, Unnamed Author, Unnamed Author, Reinaldo Castro Souza

Publication date: 16 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12593

zbMATH Keywords

PAGAR(1)PGAR(1)PMGAR(1)

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes
• Assessing Decisions on Multiple Uses of Water and Hydroelectric Facilities
• Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
• Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias

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