Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. ISBA World Meeting, Sardinia, Italy, 13.06.-17.06.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Sparse time-varying covariance estimation in many dimensions |
| Event | ISBA World Meeting |
| Year | 2016 |
| Date | 13.06.-17.06. |
| Country | Italy |
| Location | Sardinia |
| URL | http://www.corsiecongressi.com/isba2016/ |
Associations
- People
- Kastner, Gregor (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)