Moments of MGOU processes and positive semidefinite matrix processes (Q444969)
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scientific article; zbMATH DE number 6071639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of MGOU processes and positive semidefinite matrix processes |
scientific article; zbMATH DE number 6071639 |
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Moments of MGOU processes and positive semidefinite matrix processes (English)
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24 August 2012
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moment conditions
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multivariate generalized Ornstein-Uhlenbeck (MGOU) processes
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multivariate financial modeling
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