Open AccessDynamic Modelling of Large Dimensional Covariance Matrices
Author(s) -
Valeri Voev
Publication year - 2007
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.901072
Subject(s) - covariance , mathematics , computer science , statistics
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