Note--Simulating a Lognormal Time Series with Prescribed Serial Correlation

Denis R. Coleman and Alan L. Saipe
Additional contact information
Denis R. Coleman: University of Hawaii
Alan L. Saipe: York University, Downsview, Ontario, Canada

Management Science, 1977, vol. 23, issue 12, 1363-1364

Abstract: This note describes a method of simulating a time series of lognormally distributed observations with prescribed mean, variance, and serial correlation as well as pointing out an error in this procedure described in "A Simulating Model for the Evaluation of Fishing Trawler Designs" by Nickerson et al. [Nickerson, T. B., T. G. O'Flaherty, D. W. Rice. 1973. A simulation model for the evaluation of fishing Trawler designs. Management Sci. 20 (4, Part II) 699-707].

Date: 1977
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.23.12.1363 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:23:y:1977:i:12:p:1363-1364

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().