Pages that link to "Item:Q5502854"

The following pages link to Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization (Q5502854):

Displayed 2 items.

• Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) ‎ (← links)
• Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (Q3145403) ‎ (← links)