"Robust estimation for the covariance matrix of multivariate time series ..."

Byungsoo Kim, Sangyeol Lee (2013)

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DOI: 10.1016/J.CSDA.2012.06.012

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type: Journal Article

metadata version: 2023-01-24

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Byungsoo Kim, Sangyeol Lee:
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Comput. Stat. Data Anal. 57(1): 125-140 (2013)

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