"Forecasting High-Dimensional Covariance Matrices Using High-Dimensional ..."

Hideto Shigemoto, Takayuki Morimoto (2022)

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DOI: 10.3390/AXIOMS11120692

access: open

type: Journal Article

metadata version: 2023-01-31

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Hideto Shigemoto, Takayuki Morimoto:
Forecasting High-Dimensional Covariance Matrices Using High-Dimensional Principal Component Analysis. Axioms 11(12): 692 (2022)

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