Stationarity and invertibility of a dynamic correlation matrix (Q4568273)
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scientific article; zbMATH DE number 6890426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity and invertibility of a dynamic correlation matrix |
scientific article; zbMATH DE number 6890426 |
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Stationarity and invertibility of a dynamic correlation matrix (English)
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15 June 2018
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dynamic conditional correlation
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dynamic conditional covariance
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vector random coefficient moving average
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stationarity
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invertibility
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asymptotic properties
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