Multivariate modelling of the autoregressive random variance process (Q4351582)
From MaRDI portal
scientific article; zbMATH DE number 1053652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate modelling of the autoregressive random variance process |
scientific article; zbMATH DE number 1053652 |
Statements
Multivariate modelling of the autoregressive random variance process (English)
0 references
14 December 1999
0 references
autoregressive random variance process
0 references
observed information matrix
0 references
stochastic volatility
0 references
EM algorithm
0 references
