Goodness-of-fit tests for centralized Wishart processes (Q5078009)
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scientific article; zbMATH DE number 7529943
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| English | Goodness-of-fit tests for centralized Wishart processes |
scientific article; zbMATH DE number 7529943 |
Statements
Goodness-of-fit tests for centralized Wishart processes (English)
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20 May 2022
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Wishart autoregressive process
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goodness-of-fit test
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Bartlett decomposition
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Wishart distribution
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parameter uncertainty
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0.8764107
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0.87491834
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0.8748578
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0.8744352
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0.8737195
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0.87105817
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0.8670446
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