Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models
| Year of publication: |
2020
|
|---|---|
| Authors: | Asai, Manabu ; So, Mike K. P. |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 42.2020, 3, p. 271-294
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12566 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012410061