Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity Kris Boudt, Sébastien Laurent, Asger Lunde and Rogier Quaedvlieg CREATES Research Paper

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Date: 2014-02-25 03:07:30 Covariance and correlation Numerical linear algebra Multivariate statistics Estimation of covariance matrices Covariance matrix Cholesky decomposition Principal component analysis Covariance Variance Statistics Data analysis Estimation theory		Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity Kris Boudt, Sébastien Laurent, Asger Lunde and Rogier Quaedvlieg CREATES Research Paper Add to Reading List Source URL: econ.au.dk Download Document from Source Website File Size: 711,91 KB Share Document on Facebook

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