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Algorithm 963 - MaRDI portal

Algorithm 963 (Q5270763)

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scientific article; zbMATH DE number 6738150
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English
Algorithm 963
scientific article; zbMATH DE number 6738150

    Statements

    title
    Algorithm 963 (English)
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    author
    Marcos Escobar
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    Benedikt Rudolph
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    Rudi Zagst
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    publication date
    30 June 2017
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    zbMATH Keywords
    estimation
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    Wishart process
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    characteristic function
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    continuous time
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    continuum of moment conditions
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    principal component process
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    stochastic covariance
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    cites work
    Wishart processes
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    Q4834284
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    Identifiers

    DOI
    10.1145/2834115
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    Mathematics Subject Classification ID
    65C50
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    65C60
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    65Y15
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    zbMATH DE Number
    6738150
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    OpenAlex ID
    W2469157933
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    Wikidata QID
    Q113310217
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