大维数据的动态条件协方差阵的估计及其应用
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1002-4565|volume|6|105-112
ISSN: 1002-4565
Source: 统计研究, Vol.volume, Iss.6, 2015-01, pp. : 105-112
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Abstract