"Covariance Matrix Estimation Under Positivity Constraints With Application ..."

Ghania Fatima, Prabhu Babu, Petre Stoica (2022)

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DOI: 10.1109/LSP.2022.3226117

access: closed

type: Journal Article

metadata version: 2023-01-15

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Ghania Fatima, Prabhu Babu, Petre Stoica:
Covariance Matrix Estimation Under Positivity Constraints With Application to Portfolio Selection. IEEE Signal Process. Lett. 29: 2487-2491 (2022)

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