A dynamic conditional score model for the log correlation matrix (Q6090565)

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scientific article; zbMATH DE number 7767717
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A dynamic conditional score model for the log correlation matrix
scientific article; zbMATH DE number 7767717

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    A dynamic conditional score model for the log correlation matrix (English)
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    17 November 2023
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    score
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    correlation
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    matrix logarithm
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    identification
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