Pages that link to "Item:Q5078009"
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The following pages link to Goodness-of-fit tests for centralized Wishart processes (Q5078009):
Displaying 4 items.
- Closed-form estimator for the matrix-variate Gamma distribution (Q5003660) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance (Q6618102) (← links)