"Robust Covariance Matrix Estimator with Change Points for Multivariate ..."

Greeshma Balabhadra, El Mehdi Ainasse, Pawel Polak (2024)

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DOI: 10.1145/3686592.3686597

access: closed

type: Conference or Workshop Paper

metadata version: 2024-12-22

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Greeshma Balabhadra, El Mehdi Ainasse, Pawel Polak:
Robust Covariance Matrix Estimator with Change Points for Multivariate Jump Diffusion Process. ICoMS 2024: 24-29

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