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"Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed ..."
Huitong Qiu et al. (2015)
- 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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