Simulation of time series using periodic gamma autoregressive models-Reference-Cited by-同舟云学术

Simulation of time series using periodic gamma autoregressive models

Published:2018-09-05 Issue:4 Volume:26 Page:1315-1338
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Leite de Almeida Duca Victor Eduardo¹,Castro Souza Reinaldo²,Costa Ferreira Pedro Guilherme³,Cyrino Oliveira Fernando Luiz²^ORCID

Affiliation:

1. Department of Electrical Engineering; PUC-Rio; Rio de Janeiro - RJ 22451-000 Brazil

2. Department of Industrial Engineering; PUC-Rio; Rio de Janeiro - RJ 22451-000 Brazil

3. Brazilian Institute of Economics; FGVIBRE; Rio de Janeiro Brazil

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/itor.12593/fullpdf

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3. Becker , M. Klößner , S. 2016 PearsonDS: Pearson distribution system R Package Version 0.98 https://CRAN.R-project.org/package=PearsonDS

4. Periodic gamma autoregressive model: an application to the Brazilian hydroelectric system;Braga;RAIRO Operations Research,2017

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