Estimation of time-varying covariance matrices for large datasets (Q5024496)
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scientific article; zbMATH DE number 7464254
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| English | Estimation of time-varying covariance matrices for large datasets |
scientific article; zbMATH DE number 7464254 |
Statements
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (English)
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26 January 2022
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0.8284052610397339
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0.8128359317779541
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0.7918871641159058
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0.7809234261512756
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0.775677502155304
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