The Jacobian of the exponential function
Jan R. Magnus, Henk G.J. Pijls, Enrique Sentana
| Year of publication: |
2021
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|---|---|
| Authors: | Magnus, Jan R. ; Pijls, Henk G. J. ; Sentana, Enrique |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-15
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| Subject: | Matrix differential calculus | Orthogonal matrix | Impulse response analysis | Continuous-time Markov chain | Ornstein-Uhlenbeck process | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Lineare Algebra | Linear algebra | Analysis | Mathematical analysis | Zeitreihenanalyse | Time series analysis |