Moments of MGOU processes and positive semidefinite matrix processes (Q444969)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6071639
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moments of MGOU processes and positive semidefinite matrix processes |
scientific article; zbMATH DE number 6071639 |
Statements
Moments of MGOU processes and positive semidefinite matrix processes (English)
0 references
24 August 2012
0 references
moment conditions
0 references
multivariate generalized Ornstein-Uhlenbeck (MGOU) processes
0 references
multivariate financial modeling
0 references
0 references
0 references
0.8224155306816101
0 references
0.8108353614807129
0 references
0.7897984981536865
0 references
0.7819380760192871
0 references
