Covariance matrix filtering with bootstrapped hierarchies
From MaRDI portal
Publication:134574
DOI10.48550/ARXIV.2003.05807arXiv2003.05807MaRDI QIDQ134574
Christian Bongiorno, Damien Challet
Publication date: 12 March 2020
Related Items (1)
This page was built for publication: Covariance matrix filtering with bootstrapped hierarchies