Generating correlated ordinal categorical random samples
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References listed on IDEAS
- Appleby, John A. D. & Buckwar, Evelyn, 2003. "Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations," SFB 373 Discussion Papers 2003,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- David G. Hobson & L. C. G. Rogers, 1998. "Complete Models with Stochastic Volatility," Mathematical Finance, Wiley Blackwell, vol. 8(1), pages 27-48.
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KeywordsLongitudinal autocorrelation Equicorrelation model Ordinal categorical random variable Urn model;
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