"Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed ..."

Huitong Qiu et al. (2015)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-05-29

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Huitong Qiu, Sheng Xu, Fang Han, Han Liu, Brian Caffo:
Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes. ICML 2015: 1843-1851

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