Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698)

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scientific article; zbMATH DE number 7364934
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Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models
scientific article; zbMATH DE number 7364934

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    Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (English)
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    30 June 2021
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    asymptotic theory
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    conditional autoregressive Wishart
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    quasi-maximum likelihood estimation
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    Wishart distribution
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