Moments of MGOU processes and positive semidefinite matrix processes (Q444969): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2012.04.009
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+W2007782269
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+Matrix Subordinators and Related Upsilon Transformations
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+Q2738733
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+Q5420974
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+Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise
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+Multivariate generalized Ornstein-Uhlenbeck processes
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+Q5191310
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+The Wishart autoregressive process of multivariate stochastic volatility
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+The approximate Euler method for Lévy driven stochastic differential equations
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+Q3979068
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+A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
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+Risk theory in a stochastic economic environment
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+On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes
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+Positive operators and an inertia theorem
@@ Property / cites work: Positive operators and an inertia theorem / rank @@
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+Publication:444969