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2010
Ng, C.T. & Joe, H., 2010. Generating random AR(p) and MA(q) Toeplitz correlation matrices. Journal of Multivariate Analysis, 101, pp.1532-1545.
2006
Joe, H., 2006. Generating random correlation matrices based on partial correlations. Journal of Multivariate Analysis, 97, pp.2177-2189.