Moments of MGOU processes and positive semidefinite matrix processes (Q444969): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of MGOU processes and positive semidefinite matrix processes |
scientific article |
Statements
Moments of MGOU processes and positive semidefinite matrix processes (English)
0 references
24 August 2012
0 references
moment conditions
0 references
multivariate generalized Ornstein-Uhlenbeck (MGOU) processes
0 references
multivariate financial modeling
0 references
