Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253)
From MaRDI portal
scientific article; zbMATH DE number 7711488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate continuous-time autoregressive moving-average processes on cones |
scientific article; zbMATH DE number 7711488 |
Statements
Multivariate continuous-time autoregressive moving-average processes on cones (English)
0 references
12 July 2023
0 references
multivariate CARMA processes
0 references
positive MCARMA
0 references
positive semi-definite processes
0 references
multivariate stochastic volatility
0 references
0 references
0 references
0 references
