Solving the problem of forming stable and consistent estimates of a correlation matrix of observations using the method of dynamic regularization

DOI10.1007/S10559-021-00331-3MaRDI QIDQ2043975zbMATH OpenOpenAlexFDO

Authors V. V. Skachkov, V. V. Chepkii, O. M. Yefymchykov, O. Yu. Korkin, A. A. Goncharuk

Publication date 4 August 2021

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-021-00331-3

zbMATH Keywords

consistency regularization convergence stability estimate

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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