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

✍ Scribed by Chi Tim Ng; Harry Joe

Book ID: 108185624
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 409 KB
Volume: 101
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2010.01.013

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