Robust estimation for the covariance matrix of multi‐variate time series
| Year of publication: |
2011
|
|---|---|
| Authors: | Kim, Byungsoo ; Lee, Sangyeol |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 469-481
|
| Publisher: |
Wiley Blackwell |