A matrix-valued Schoenberg's problem and its applications
DOI10.1214/23-ECP562zbMATH Open1530.42012OpenAlexW4388678082MaRDI QIDQ6177616FDOQ6177616
Authors: Pavel Ievlev, Svyatoslav Novikov 
Publication date: 17 January 2024
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/23-ecp562
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Cites Work
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- Chance and Stability
- The Schoenberg problem on positive definite functions
- Extremes of vector-valued Gaussian processes
- Operator-valued positive definite kernels on tubes
- Multivariate transient price impact and matrix-valued positive definite functions
- Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process
- On a theorem of Bochner
- Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation
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