Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation for the covariance matrix of multivariate time series based on normal mixtures |
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Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (English)
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29 June 2017
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density-based divergence measures
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robust estimation
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autocovariance function
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consistency
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asymptotic normality
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