An algorithm for generating correlated random variables in a class of infinitely divisible distributions (Q4253299): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00949659808811905 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2116817758 / rank | |||
Normal rank |
Revision as of 20:10, 19 March 2024
scientific article; zbMATH DE number 1322289
Language | Label | Description | Also known as |
---|---|---|---|
English | An algorithm for generating correlated random variables in a class of infinitely divisible distributions |
scientific article; zbMATH DE number 1322289 |
Statements
An algorithm for generating correlated random variables in a class of infinitely divisible distributions (English)
0 references
9 August 1999
0 references
correlated random variables
0 references
generalized estimating equations
0 references
random number generation
0 references
algorithm
0 references
infinitely divisible distributions
0 references
AR(1) correlation
0 references
banded correlation
0 references
symmetric correlation
0 references