Marginally specific alternatives to normal ARMA processes
WSC '87 Proceedings of the 19th conference on Winter simulation
Generating negatively correlated gamma variates using the Beta-Gamma transformation
WSC '83 Proceedings of the 15th conference on Winter simulation - Volume 1
WSC '83 Proceedings of the 15th conference on Winter Simulation - Volume 2
Input modeling: estimation using event count data
WSC '82 Proceedings of the 14th conference on Winter Simulation - Volume 1
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Recent work has made the generation of univariate time series for inputs to stochastic systems quite simple. The time series are all random linear combinations of i.i.d. random variables with Exponential, Gamma and hyperexponential marginal distributions. The simplicity of structure of these time series models makes it practical to combine them to model multivariate situations. Thus one can model, for example, alternating sequences of response and think times at a terminal in which response and think times are not only autocorrelated, but also crosscorrelated.