On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
| Year of publication: |
2019
|
|---|---|
| Authors: | Kang, Xiaoning ; Deng, Xinwei ; Tsui, Kam‐Wah ; Pourahmadi, Mohsen |
| Published in: |
International Statistical Review. - Wiley, ISSN 1751-5823, ZDB-ID 2045049-7. - Vol. 88.2019, 3 (02.12.), p. 616-641
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/insr.12357 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012191530