基于混合频率数据的大维协方差阵的估计及其应用
Release time:2024-12-18
Hits:
- Journal:
- 系统科学与数学
- First Author:
- 刘丽萍
- Translation or Not:
- no
- Date of Publication:
- 2017-06-18
- Pre One:基于动态收缩法的大维协方差阵的估计及其应用
- Next One:大数据背景下金融协方差阵的估计及应用
Personal Homepage
Professor
Supervisor of Master's Candidates
Visit:
Open time:..
The Last Update Time:..