"Generating random AR(p) and MA(q) Toeplitz correlation matrices."

Chi Tim Ng, Harry Joe (2010)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2010.01.013

access: open

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ma/NgJ10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/NgJ10
Chi Tim Ng, Harry Joe:
Generating random AR(p) and MA(q) Toeplitz correlation matrices. J. Multivar. Anal. 101(6): 1532-1545 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.