On conditional covariance modelling: an approach using state space models (Q1659121)
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scientific article; zbMATH DE number 6918337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On conditional covariance modelling: an approach using state space models |
scientific article; zbMATH DE number 6918337 |
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On conditional covariance modelling: an approach using state space models (English)
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15 August 2018
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conditional correlation
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conditional covariance
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Kalman recursions
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LDL decomposition
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state space methods
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