An algorithm for generating correlated random variables in a class of infinitely divisible distributions
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Publication:4253299
DOI10.1080/00949659808811905zbMath0945.65003OpenAlexW2116817758MaRDI QIDQ4253299
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
algorithminfinitely divisible distributionsgeneralized estimating equationsrandom number generationcorrelated random variablesAR(1) correlationbanded correlationsymmetric correlation
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