Quotation Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. ISBA World Meeting, Sardinia, Italy, 13.06.-17.06.


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Publication's profile

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/

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Kastner, Gregor (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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