A note on tractable state-space model for symmetric positive-definite matrices

Roberto Casarin

Year of publication:	[2014]
Authors:	Casarin, Roberto
Publisher:	Venice Italy : Department of Economics, Ca’ Foscari University of Venice
Subject:	Exponential Smoothing \| Positive-Valued Processes \| State-Space Models \| Stochastic Volatility \| Zustandsraummodell \| State space model \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

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