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Multivariate elliptically contoured autoregressive process - MaRDI portal

Multivariate elliptically contoured autoregressive process (Q5148633)

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scientific article; zbMATH DE number 7306479
Language Label Description Also known as
English
Multivariate elliptically contoured autoregressive process
scientific article; zbMATH DE number 7306479

    Statements

    author
    Taras Bodnar
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    Arjun K. Gupta
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    publication date
    4 February 2021
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    zbMATH Keywords
    multivariate autoregressive process
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    elliptically contoured distribution
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    Stein-Haff
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    title
    Multivariate elliptically contoured autoregressive process (English)
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62H10
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    zbMATH DE Number
    7306479
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    OpenAlex ID
    W1506840622
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