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Robust estimation for the covariance matrix of multi-variate time series

✍ Scribed by Byungsoo Kim; Sangyeol Lee

Book ID: 111040182
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 380 KB
Volume: 32
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2010.00705.x

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