JSTOR Daily

On the definition, stationary distribution and second order structure of positive semidefinite Ornstein—Uhlenbeck type processes

Several important properties of positive semidefinite processes of Ornstein—Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX ...
University of Waterloo

Computational complexity of decomposing a symmetric matrix as a sum of positive semidefinite and diagonal matrices

We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and ...
JSTOR Daily

Automatic Positive Semidefinite HAC Covariance Matrix and GMM Estimation

Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...
IEEE

Yu Wang

Analog Signal,Coherent Sources,Complete Polarization,Complex Steps,Computational Complexity,Covariance Matrix,Degree Of Polarization,Direction Of Arrival Estimation,Domain Of ...