Gustav Alfelt
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| On the mean and variance of the estimated tangency portfolio weights for small samples Modern Stochastics. Theory and Applications | 2022-12-13 | Paper |
| Goodness-of-fit tests for centralized Wishart processes Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
| Closed-form estimator for the matrix-variate gamma distribution Theory of Probability and Mathematical Statistics | 2021-07-22 | Paper |
| Stein-Haff identity for the exponential family Theory of Probability and Mathematical Statistics | 2020-03-03 | Paper |
Research outcomes over time
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