Algorithm 963 (Q5270763)
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scientific article; zbMATH DE number 6738150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm 963 |
scientific article; zbMATH DE number 6738150 |
Statements
Algorithm 963 (English)
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30 June 2017
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estimation
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Wishart process
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characteristic function
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continuous time
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continuum of moment conditions
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principal component process
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stochastic covariance
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