Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices

Fuente: arXiv

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Bibliographic Details
Main Authors:	Belzile, Léo R., Genest, Christian, Ouimet, Frédéric, Richards, Donald
Format:	Preprint
Published:	2025
Subjects:	Methodology Probability Statistics Theory Applications 62G07, 60F05, 62E20, 62G05, 62G20, 62H12, 62P05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.08232