Solving the problem of forming stable and consistent estimates of a correlation matrix of observations using the method of dynamic regularization (Q2043975)
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scientific article; zbMATH DE number 7378044
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| English | Solving the problem of forming stable and consistent estimates of a correlation matrix of observations using the method of dynamic regularization |
scientific article; zbMATH DE number 7378044 |
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Solving the problem of forming stable and consistent estimates of a correlation matrix of observations using the method of dynamic regularization (English)
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4 August 2021
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regularization
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consistency
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stability
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convergence
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estimate
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