Time Series Simulation is a computational methodology that generates synthetic time-ordered data sequences by replicating the statistical properties and temporal dynamics of real-world systems, enabling analysis, modeling, and forecasting in the absence of empirical observations.
245
Publications
13.3K
Citations
582
Authors
289
Institutions
Publications per year
2017–2026
60
Publications
245
A simple and efficient simulation smoother for state space time series analysis
J. Durbin · Biometrika · 2002 · 611 citations
The simulation smoother for time series models
Piet de Jong, Neil Shephard · Biometrika · 1995 · 579 citations
Simulation estimation of time-series models
Bong‐Soo Lee, Beth F. Ingram · Journal of Econometrics · 1991 · 410 citations
1–5 of 245
Authors
582
- LW
7
h-index
- DG
5
h-index
- PM
4
h-index
- BL
4
h-index
- OC
4
h-index
1–5 of 582
Institutions
289
Georgia Institute of Technology
Atlanta, United States
10 h-index
14 publications
522 citations
Cornell University
Ithaca, United States
7 h-index
10 publications
814 citations
University of Oxford
Oxford, United Kingdom
4 h-index
8 publications
817 citations
Northwestern University
Evanston, United States
4 h-index
5 publications
360 citations
Technical University of Denmark
Kongens Lyngby, Denmark
3 h-index
13 publications
1.5K citations
The University of Tokyo
Tokyo, Japan
3 h-index
4 publications
149 citations
National Laboratory of the Rockies
Golden, United States
3 h-index
8 publications
309 citations
Texas A&M University
College Station, United States
3 h-index
3 publications
43 citations
1–8 of 289
Venues
- Management Science
6 publications · 255 citations
6
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- SSRN Electronic Journal
Repository · 6 publications · 149 citations
6
h-index
- Water Resources Research
5 publications · 2.3K citations
5
h-index
- Operations Research
4 publications · 485 citations
4
h-index
- Journal of the American Statistical Association
4 publications · 144 citations
4
h-index
1–5