On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes
نویسندگان
چکیده
CHRISTIAN PIGORSCH and ROBERT STELZER Institute of Econometrics and Operations Research, Department of Economics, University of Bonn, Adenauerallee 24-42, D-53113 Bonn, Germany. E-mail: [email protected] Zentrum Mathematik & TUM Institute for Advanced Study, Technische Universität München, Boltzmannstraße 3, D-85747 Garching, Germany. E-mail: [email protected], url: http://www-m4.ma.tum.de
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تاریخ انتشار 2009