1986
DOI: 10.1007/978-3-642-71243-2
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Matrizentheorie

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Cited by 166 publications
(133 citation statements)
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“…Recall from [10] that a matrix A ∈ M n (C) is called indecomposable if the set I = {1, 2, · · · , n} cannot be written as a disjoint union I = J 1 ∪ J 2 with J 1 = ∅ and J 2 = ∅, in such a way that a uv = 0 whenever u ∈ J 1 and v ∈ J 2 . Proof.…”
Section: Observe That We Have X ∼ Y If and Only Ifmentioning
confidence: 99%
“…Recall from [10] that a matrix A ∈ M n (C) is called indecomposable if the set I = {1, 2, · · · , n} cannot be written as a disjoint union I = J 1 ∪ J 2 with J 1 = ∅ and J 2 = ∅, in such a way that a uv = 0 whenever u ∈ J 1 and v ∈ J 2 . Proof.…”
Section: Observe That We Have X ∼ Y If and Only Ifmentioning
confidence: 99%
“…Let L(θ, X T ) denote the likelihood function of observations X T = {X t , 0 ≤ t ≤ T } of the process introduced in (1) provided with the mean reversion function (2). If the drift term given in (3) satisfies condition (5) then…”
Section: Maximum Likelihood Estimatormentioning
confidence: 99%
“…We make use of the following formula for the inverse of a partitioned matrix which can be deduced from the Frobenius matrix inversion formula, cf. Gantmacher [2], p. 73. Alternatively the formula can also be verified directly.…”
Section: Maximum Likelihood Estimation For a Periodic Mean Reversion mentioning
confidence: 99%
“…By the Perron theorem (see [Gan88]), the positive matrix b q ij possesses a positive eigenvector (e 0 (q), . .…”
Section: §5 Markov Measuresmentioning
confidence: 99%