A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266)
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scientific article; zbMATH DE number 7201587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows |
scientific article; zbMATH DE number 7201587 |
Statements
A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (English)
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18 May 2020
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time-dependent correlation matrix
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isospectral flow
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matrix differential equation
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