Generating an autocorrelated sequence of random variates without distorting their distribution
type: Item
instance of: scholarly article
title: Generating an autocorrelated sequence of random variates without distorting their distribution
zbMATH Open document ID: 0473.60090
DOI: 10.1016/0378-4754(82)90051-9
author: John R. Metzner
published in: Mathematics and Computers in Simulation
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 60K99
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 3742372
zbMATH Keywords: moving averages
zbMATH Keywords: pseudorandom variables
zbMATH Keywords: storage requirements
zbMATH Keywords: stationary sequence
MaRDI profile type: Publication
full work available at URL: 0378-4754(82)90051-9
OpenAlex ID: W2042780597
cites work: Q5732125
cites work: A composite approach to generating autocorrelated sequences
cites work: Q5184361
description: scientific article; zbMATH DE number 3742372