Banded regularization of covariance matrices in application to pa- rameter estimation and forecasting of time series

P. Bickel, Y. Gel

Research output: Contribution to journalArticle

25 Scopus citations
Original languageUndefined
Pages (from-to)711-728
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume73
Issue number5
StatePublished - 2011
Externally publishedYes

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