Multivariate modelling of the autoregressive random variance process (Q4351582)
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scientific article; zbMATH DE number 1053652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate modelling of the autoregressive random variance process |
scientific article; zbMATH DE number 1053652 |
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Multivariate modelling of the autoregressive random variance process (English)
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14 December 1999
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autoregressive random variance process
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observed information matrix
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stochastic volatility
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EM algorithm
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0.9214096
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0.9181365
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0.9181365
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0.9057178
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0.89641786
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