Multivariate elliptically contoured autoregressive process (Q5148633): Difference between revisions

@@ label / en / label / en @@
+Multivariate elliptically contoured autoregressive process
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-.6092/issn.1973-2201/4326
@@ Property / DOI: 10.6092/issn.1973-2201/4326 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://EconPapers.repec.org/RePEc:bot:rivsta:v:73:y:2013:i:3:p:303-316
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+W1506840622
@@ Property / OpenAlex ID: W1506840622 / rank @@
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@@ Property / title @@
+Multivariate elliptically contoured autoregressive process (English)
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@@ Property / cites work @@
+Necessary conditions for the CAPM
@@ Property / cites work: Necessary conditions for the CAPM / rank @@
+Normal rank
@@ Property / cites work @@
+Construction and Inferences of the Efficient Frontier in Elliptical Models
+Normal rank
@@ Property / cites work @@
+An identity for multivariate elliptically contoured matrix distribution
+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
+Normal rank
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+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
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+A characterization of the distributions that imply mean-variance utility functions
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+Estimation of a covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999358
@@ Property / cites work: Q3999358 / rank @@
+Normal rank
@@ Property / cites work @@
+An identity for the Wishart distribution with applications
+Normal rank
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+Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
+Normal rank
@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+The variational form of certain Bayes estimators
@@ Property / cites work: The variational form of certain Bayes estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Density Estimation
@@ Property / cites work: Autoregressive Conditional Density Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
+Normal rank
@@ Property / cites work @@
+On the Distributional Properties of GARCH Processes
+Normal rank
@@ Property / cites work @@
+Entropy densities with an application to autoregressive conditional skewness and kurtosis.
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / DOI @@
+.6092/ISSN.1973-2201/4326
@@ Property / DOI: 10.6092/ISSN.1973-2201/4326 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5148633