Markov determinantal point process for dynamic random sets

DOI10.1111/JTSA.12823MaRDI QIDQ7288091zbMATH OpenFDO

Authors Christian Gouriéroux, Yang Lu

Publication date 26 June 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12823

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Cited in

(1)

• On determinantal point processes with nonsymmetric kernels

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