Published Papers:
- Copula-Based Multivariate Input Models for Stochastic Simulation
Operations Research, 2009.
- Accounting for Multivariate Input Uncertainty in Large-Scale Stochastic Simulations
Proceedings of the 2009 Manufacturing & Service Operations Management Conference, 2009.
(With: Canan Gunes)
- Setting Inventory Targets in the Presence of Finite Historical Demand Data
Proceedings of the 2009 Manufacturing & Service Operations Management Conference, 2009.
(With: Sridhar Tayur)
- Setting Inventory Targets in a Multi-Product, Joint-Service Level Model with Correlated Stochastic Demands
Proceedings of the 2008 Manufacturing & Service Operations Management Conference, 2008.
(With: Sridhar Tayur)
- Evaluation of the ARTAFIT Method for Fitting Time-Series Input Processes for Simulation
Informs Journal of Computing 20, 2008; 485-498.
(With: B. Nelson)
- Fitting Time-Series Input Processes for Simulation
Operations Research 53, 2005; 549-559.
(With: B. Nelson)
For Further Information
- Modeling and Generating Multivariate Time Series with Arbitrary Marginals Using a Vector Autoregressive Technique
ACM Transactions on Modeling and Computer Simulation 13, 2003; 1-27.
(With: B. Nelson)
For Further Information
Working Papers:
- A Multivariate Distribution Based On Simple Translations
July, 2009.
- Comparison of the Fitting Methods for the Johnson Translation System
June, 2009.
(With: Canan Gunes)
- Multivariate Inputs with Time-Varying Distributional Properties
May, 2009.
(With: Jim Foster)
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