Creator/Author/Editor: Malioutov, Dmitry M.


Malioutov, Dmitry M. and Çorum, Aycan Adrian and Çetin, Müjdat (2016) Covariance matrix estimation for interest-rate risk modeling via smooth and monotone regularization. IEEE Journal of Selected Topics in Signal Processing, 10 (6). pp. 1006-1014. ISSN 1932-4553 (Print) 1941-0484 (Online)

This list was generated on Sun Mar 18 00:32:20 2018 +03.