Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698)
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scientific article; zbMATH DE number 7364934
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English | 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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