Generating random AR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si60.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi></mml:math>) and MA(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si61.gif" display="inline" overflow="scroll"><mml:mi>q</mml:mi></mml:math>) Toeplitz correlation matrices

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Works Cited by This (11)

Action	Title	Year	Authors
+	Miscellanea. A note on generating correlated binary variables	1998	A. D. Lunn S. J. Davies
+	Integer-valued moving average (INMA) process	1988	Mohamed Alosh Abdulhamid A. Alzaid
+	On Random Correlation Matrices IL The Toeplitz Case	1989	Robert B. Holmes
+	Behavior of the NORTA method for correlated random vector generation as the dimension increases	2003	Soumyadip Ghosh Shane G. Henderson
+ PDF Chat	Modeling covariance matrices via partial autocorrelations	2009	Michael J. Daniels M. Pourahmadi
+	Volume of the space of positive definite sequences	1990	J. Makhoul
+	On the parametrization of autoregressive models by partial autocorrelations	1973	Ole E. Barndorff‐Nielsen Geert Schou
+	Generating random correlation matrices based on partial correlations	2005	Harry Joe
+	An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process	1990	Abdulhamid A. Alzaid Mohamed Alosh
+	Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models	1987	M. C. Jones