A multivariate stochastic model to assess research performance
نویسندگان
چکیده
منابع مشابه
A Multivariate Stochastic Volatility Model
Anastasios Plataniotis and Petros Dellaportas [email protected] [email protected] Department of Statistics, Athens University of Economics and Business, Greece Summary: We introduce a broad class of multivariate stochastic volatility models where transformed eigenvalues and Givens rotation angles are assumed to be AR(1) processes. This decomposition retains the required positive definite structure of...
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ژورنال
عنوان ژورنال: Scientometrics
سال: 2014
ISSN: 0138-9130,1588-2861
DOI: 10.1007/s11192-014-1474-5