An algorithm for generating correlated random variables in a class of infinitely divisible distributions

From MaRDI portal
Publication:4253299

DOI10.1080/00949659808811905zbMath0945.65003OpenAlexW2116817758MaRDI QIDQ4253299

Dong Wan Shin, Chul Gyu Park

Publication date: 9 August 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811905




Related Items (15)



Cites Work




This page was built for publication: An algorithm for generating correlated random variables in a class of infinitely divisible distributions