A dynamic conditional score model for the log correlation matrix (Q6090565)
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scientific article; zbMATH DE number 7767717
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| English | A dynamic conditional score model for the log correlation matrix |
scientific article; zbMATH DE number 7767717 |
Statements
A dynamic conditional score model for the log correlation matrix (English)
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17 November 2023
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score
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correlation
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matrix logarithm
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identification
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