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Robust estimation for the covariance matrix of multivariate time series based on normal mixtures

✍ Scribed by Byungsoo Kim; Sangyeol Lee

Book ID: 119223927
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 343 KB
Volume: 57
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.06.012

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