Gustav Alfelt
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Person:2103308
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| On the mean and variance of the estimated tangency portfolio weights for small samples Modern Stochastics. Theory and Applications | 2022-12-13 | Paper |
| Goodness-of-fit tests for centralized Wishart processes Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
| Closed-form estimator for the matrix-variate gamma distribution Theory of Probability and Mathematical Statistics | 2021-07-22 | Paper |
| Stein-Haff identity for the exponential family Theory of Probability and Mathematical Statistics | 2020-03-03 | Paper |
Research outcomes over time
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