Sparse time-varying covariance estimation in many dimensions

Activity: Talk or presentationScience to science

Period13 Jun 201617 Jun 2016
Event titleISBA World Meeting
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development