Pages that link to "Item:Q899053"
From MaRDI portal
The following pages link to A tractable state-space model for symmetric positive-definite matrices (Q899053):
Displaying 7 items.
- Comment on article by Windle and Carvalho (Q899054) (← links)
- Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis (Q4555142) (← links)
- On the Relationship between Uhlig Extended and beta‐Bartlett Processes (Q5030956) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- (Q6073218) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations (Q6626360) (← links)
