An algorithm for generating correlated random variables in a class of infinitely divisible distributions (Q4253299)
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scientific article; zbMATH DE number 1322289
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| 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)
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9 August 1999
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correlated random variables
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generalized estimating equations
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random number generation
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algorithm
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infinitely divisible distributions
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AR(1) correlation
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banded correlation
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symmetric correlation
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0.89066386
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0.8820081
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