Multivariate modelling of the autoregressive random variance process (Q4351582): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00060 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1998261902 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:09, 20 March 2024
scientific article; zbMATH DE number 1053652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate modelling of the autoregressive random variance process |
scientific article; zbMATH DE number 1053652 |
Statements
Multivariate modelling of the autoregressive random variance process (English)
0 references
14 December 1999
0 references
autoregressive random variance process
0 references
observed information matrix
0 references
stochastic volatility
0 references
EM algorithm
0 references
