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"Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth ..."

Dmitry M. Malioutov, Aycan A. Corum, Müjdat Çetin (2016)

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DOI: 10.1109/JSTSP.2016.2555285

access: closed

type: Journal Article

metadata version: 2020-07-09

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Dmitry M. Malioutov, Aycan A. Corum, Müjdat Çetin:
Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth and Monotone Regularization. IEEE J. Sel. Top. Signal Process. 10(6): 1006-1014 (2016)

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