ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412): Difference between revisions

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+Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models
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+Generalized autoregressive conditional heteroscedasticity
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+Positive linear maps of operator algebras
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+Positive operators and an inertia theorem
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+Positive semidefinite biquadratic forms
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+Chapter 3:inertia preservers
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+Linear Maps on Selfadjoint Operators Preserving Invertibility, Positive Definiteness, Numerical Range
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+Linear Preserver Problems
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+ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
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+Publication:3632412