On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices Academic Article uri icon

published proceedings

  • INTERNATIONAL STATISTICAL REVIEW

author list (cited authors)

  • Kang, X., Deng, X., Tsui, K., & Pourahmadi, M.

citation count

  • 8

complete list of authors

  • Kang, Xiaoning||Deng, Xinwei||Tsui, Kam-Wah||Pourahmadi, Mohsen

publication date

  • January 1, 2020 11:11 AM

publisher