Multivariate Elliptical Processes
(2010)
Journal Article
Bingham, B., Fry, J., & Kiesel, R. (2010). Multivariate Elliptical Processes. Statistica Neerlandica, 64(3), 352-366. https://doi.org/10.1111/j.1467-9574.2010.00465.x
We introduce and study multivariate elliptic processes, thus providing a dynamic counterpart to the (static) multivariate elliptic distributions. We pay special attention to the dynamics for Lévy processes and diffusions. We also discuss discrete ver... Read More about Multivariate Elliptical Processes.