The Matrix-Logarithmic Covariance Model (Q3128661)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Matrix-Logarithmic Covariance Model |
scientific article |
Statements
17 April 1997
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maximum likelihood estimation procedures
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Golden-Thompson inequality
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Volterra integral equation
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covariance matrix
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explanatory variables
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matrix exponential transformation
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large-sample asymptotic properties
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simulation study
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The Matrix-Logarithmic Covariance Model (English)
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