Anita Behme. Moments of MGOU processes and positive semidefinite matrix processes. J. Multivariate Analysis, 111:183-197, 2012. [doi]
@article{Behme12,
title = {Moments of MGOU processes and positive semidefinite matrix processes},
author = {Anita Behme},
year = {2012},
doi = {10.1016/j.jmva.2012.04.009},
url = {http://dx.doi.org/10.1016/j.jmva.2012.04.009},
researchr = {https://researchr.org/publication/Behme12},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {111},
pages = {183-197},
}