Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices (Q6635722)
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scientific article; zbMATH DE number 7941463
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| English | Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices |
scientific article; zbMATH DE number 7941463 |
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Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices (English)
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12 November 2024
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affine-invariant metric
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log-Euclidean metric
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Ornstein-Uhlenbeck process
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partially observed diffusion
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Riemannian manifold
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