Login / Signup
Design-free estimation of integrated covariance matrices for high-frequency data.
Cheng Liu
Moming Wang
Ningning Xia
Published in:
J. Multivar. Anal. (2022)
Keyphrases
</>
high frequency
covariance matrices
data sets
low frequency
data points
training data
high quality
subband
covariance matrix
multiscale
wavelet transform
denoising
image compression
maximum likelihood
unsupervised learning