Robust estimation for the covariance matrix of multi-variate time series
- 作者Byungsoo Kim; Sangyeol Lee
- 卷第32卷
- 期第5期
- 印刷ISSN0143-9782
- 电子ISSN1467-9892
- 文件大小380.46KB
- 发表时间2011
- DOI10.1111/j.1467-9892.2010.00705.x
- 页码469-481
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