Robust covariance estimation with noisy high-frequency financial data (Q5051327)
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scientific article; zbMATH DE number 7622179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust covariance estimation with noisy high-frequency financial data |
scientific article; zbMATH DE number 7622179 |
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Robust covariance estimation with noisy high-frequency financial data (English)
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23 November 2022
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heavy-tail
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Huber loss
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different time-scales
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concentration inequality
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