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

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  1. Department of Statistics
  2. Generating random AR(p) and MA(q) Toeplitz correlation matrices

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

TitleGenerating random AR(p) and MA(q) Toeplitz correlation matrices
Publication TypeJournal Article
AuthorsNg, CT, Joe, H