Multivariate continuous-time autoregressive moving-average processes on cones
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DOI: 10.1016/j.spa.2023.05.003
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- Yoshioka, Hidekazu & Yoshioka, Yumi, 2024. "Generalized divergences for statistical evaluation of uncertainty in long-memory processes," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
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Keywords
Multivariate CARMA processes; Positive MCARMA; Positive semi-definite processes; Multivariate stochastic volatility;All these keywords.
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