Pages that link to "Item:Q2974915"
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The following pages link to Robust estimation of a high-dimensional integrated covariance matrix (Q2974915):
Displaying 13 items.
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- High-dimensional multivariate realized volatility estimation (Q2323370) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Parallel computation of high-dimensional robust correlation and covariance matrices (Q2502288) (← links)
- Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
- Improved robust performance bounds in covariance majorant analysis (Q3035222) (← links)
- Asymptotic Properties of Robust Complex Covariance Matrix Estimates (Q4578600) (← links)
- Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context (Q4621031) (← links)
- (Q5004044) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
