Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and asymmetry for matrix-exponential dynamic correlation processes |
scientific article |
Statements
Long memory and asymmetry for matrix-exponential dynamic correlation processes (English)
0 references
7 February 2018
0 references
matrix-exponential
0 references
long memory
0 references
asymmetric effects
0 references
dynamic correlation
0 references
inverse Wishart distribution
0 references
heavy tails
0 references
0 references
0 references
0 references
