Quasi-maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698)
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scientific article; zbMATH DE number 7364934
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| default for all languages | No label defined |
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| English | Quasi-maximum likelihood estimation of conditional autoregressive Wishart models |
scientific article; zbMATH DE number 7364934 |
Statements
Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (English)
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30 June 2021
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asymptotic theory
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conditional autoregressive Wishart
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quasi-maximum likelihood estimation
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Wishart distribution
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0.7956825494766235
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0.7940172553062439
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0.7838888764381409
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0.7786012291908264
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0.7741894125938416
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