Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Long memory and asymmetry for matrix-exponential dynamic correlation processes |
scientific article; zbMATH DE number 6835909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and asymmetry for matrix-exponential dynamic correlation processes |
scientific article; zbMATH DE number 6835909 |
Statements
Long memory and asymmetry for matrix-exponential dynamic correlation processes (English)
0 references
7 February 2018
0 references
matrix-exponential
0 references
long memory
0 references
asymmetric effects
0 references
dynamic correlation
0 references
inverse Wishart distribution
0 references
heavy tails
0 references
0 references
0 references
0 references
0 references
0.8648189
0 references
0.86431223
0 references
0.86422324
0 references
0.86409914
0 references
0.8560667
0 references
0.8559114
0 references
0.85299027
0 references
