Moments of MGOU processes and positive semidefinite matrix processes (Q444969): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6071639 / rank | |||
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| Property / zbMATH Keywords | |||
moment conditions | |||
| Property / zbMATH Keywords: moment conditions / rank | |||
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multivariate generalized Ornstein-Uhlenbeck (MGOU) processes | |||
| Property / zbMATH Keywords: multivariate generalized Ornstein-Uhlenbeck (MGOU) processes / rank | |||
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multivariate financial modeling | |||
| Property / zbMATH Keywords: multivariate financial modeling / rank | |||
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Revision as of 02:56, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of MGOU processes and positive semidefinite matrix processes |
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Moments of MGOU processes and positive semidefinite matrix processes (English)
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24 August 2012
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moment conditions
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multivariate generalized Ornstein-Uhlenbeck (MGOU) processes
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multivariate financial modeling
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