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ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS - MaRDI portal

ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496)

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scientific article; zbMATH DE number 7464254
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ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
scientific article; zbMATH DE number 7464254

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    ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (English)
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    26 January 2022
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