Note—Simulating a Lognormal Time Series with Prescribed Serial Correlation
Published Online:1 Aug 1977https://doi.org/10.1287/mnsc.23.12.1363
- Cited by
- Journal of Statistical Computation and Simulation, Vol. 45, No. 1-2
Volume 23, Issue 12
August 1977
Pages 1261-1365
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- Published Online:August 01, 1977
© 1977 INFORMS
Cite as
Denis R. Coleman, Alan L. Saipe, (1977) Note—Simulating a Lognormal Time Series with Prescribed Serial Correlation. Management Science 23(12):1363-1364.
https://doi.org/10.1287/mnsc.23.12.1363
