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"Multivariate Exponentially Weighted Moving Covariance Matrix."

Douglas M. Hawkins, Edgard M. Maboudou-Tchao (2008)

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DOI: 10.1198/004017008000000163

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - journals/technometrics/HawkinsM08
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Douglas M. Hawkins, Edgard M. Maboudou-Tchao:
Multivariate Exponentially Weighted Moving Covariance Matrix. Technometrics 50(2): 155-166 (2008)

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