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Moving average and autoregressive correlation structures under multivariate skew normality - MaRDI portal

Moving average and autoregressive correlation structures under multivariate skew normality (Q6171279)

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scientific article; zbMATH DE number 7713468
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Moving average and autoregressive correlation structures under multivariate skew normality
scientific article; zbMATH DE number 7713468

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    Moving average and autoregressive correlation structures under multivariate skew normality (English)
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    17 July 2023
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    multivariate skew normal distribution
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    parameter space of the correlation parameters
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    structured correlation matrices
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