scientific article; zbMATH DE number 3046346
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Publication:5785574
zbMATH Open0029.37301MaRDI QIDQ5785574FDOQ5785574
Authors: John Wishart 
Publication date: 1947
Title of this publication is not available (Why is that?)
Cited In (6)
- The detection and estimation of long memory in stochastic volatility
- On the asymptotic behavior of Akaike's BIC
- Extremes of stochastic volatility models
- Expansions about the gamma for the distribution and quantiles of a standard estimate
- Note on the moments of the logarithmic non-central \(\chi^2\) and \(z\) distributions
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution
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