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Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model
- Source :
- Statistics and Its Interface. 13:77-89
- Publication Year :
- 2020
- Publisher :
- International Press of Boston, 2020.
Details
- ISSN :
- 19387997 and 19387989
- Volume :
- 13
- Database :
- OpenAIRE
- Journal :
- Statistics and Its Interface
- Accession number :
- edsair.doi...........f2678b5b5c7305df877a9e5286b80280
- Full Text :
- https://doi.org/10.4310/sii.2020.v13.n1.a7