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"Low Redundancy Estimation of Correlation Matrices for Time Series Using ..."

Erik Scharwächter et al. (2018)

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DOI: 10.1007/978-3-319-93037-4_36

access: closed

type: Conference or Workshop Paper

metadata version: 2018-06-20

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  dblp key:
  - conf/pakdd/ScharwachterGFM18
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  - https://dblp.org/rec/conf/pakdd/ScharwachterGFM18
Erik Scharwächter, Fabian Geier, Lukas Faber, Emmanuel Müller:
Low Redundancy Estimation of Correlation Matrices for Time Series Using Triangular Bounds. PAKDD (2) 2018: 458-470

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