On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131)
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scientific article; zbMATH DE number 7776577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices |
scientific article; zbMATH DE number 7776577 |
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On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (English)
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12 December 2023
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ensemble estimate
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multivariate time series
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order of variables
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