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Search for publications relevant for "covariance estimation"
covariance estimation
Publication
Class
Person
Publication
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publication
Stability of the Spectral EnKF under nested covariance estimators
2017 |
Faculty of Mathematics and Physics
publication
Modeling multivariate volatility using wavelet-based realized covariance estimator
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
2017 |
Faculty of Social Sciences
publication
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
Publication without faculty affiliation