[R-SIG-Finance] time serie simulation

[stefano iacus]

On 18/set/06, at 06:22, march wrote:

>
> Hi everybody
> I'm trying to simulate a stochastic process in R. I would like  
> consider n
> log normal time series with different initial condition and  
> starting at
> different times. The first time serie has a growth rate lower than the
> second and so on. In the long run the series have the same value.
what do you mean by same value? Same stationary distribution or moments?

> Do you
> have any idea at running such a process?
do you have a model in mind or are you asking about which processes  
satisfy such behaviour?

stefano
> Thanks
> March
>
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