Publication: Banded regularization of covariance matrices in application to parameter estimation and forecasting of time series

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Title	Banded regularization of covariance matrices in application to parameter estimation and forecasting of time series
Authors/Editors*	Bickel P. and Gel, Y.
Where published*	Journal of the Royal Statistical Society, Series B
How published*	Journal
Year*	2011
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Go to Time Series Analysis, Spatio Temporal Modeling, Nonparametrics
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