A Class of Structured High Dimensional Dynamic Covariance Matrices

Jin Yang; Heng Lian; Wenyang Zhang

doi:10.1007/s40304-022-00321-7

A Class of Structured High Dimensional Dynamic Covariance Matrices

Jin Yang, Heng Lian, Wenyang Zhang

Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Communications in Mathematics and Statistics
Early online date	14 Mar 2023
DOIs	https://doi.org/10.1007/s40304-022-00321-7
Publication status	E-pub ahead of print - 14 Mar 2023

Bibliographical note

This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

Access to Document

10.1007/s40304-022-00321-7

HDCM_CMS
This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
Accepted author manuscript, 501 KB

Cite this

@article{ff4fbdb8e60145cebf0e14501e94117d,

title = "A Class of Structured High Dimensional Dynamic Covariance Matrices",

author = "Jin Yang and Heng Lian and Wenyang Zhang",

note = "This is an author-produced version of the published paper. Uploaded in accordance with the publisher{\textquoteright}s self-archiving policy. Further copying may not be permitted; contact the publisher for details ",

year = "2023",

month = mar,

day = "14",

doi = "10.1007/s40304-022-00321-7",

language = "English",

journal = "Communications in Mathematics and Statistics",

issn = "2194-6701",

publisher = "Springer",

}

TY - JOUR

T1 - A Class of Structured High Dimensional Dynamic Covariance Matrices

AU - Yang, Jin

AU - Lian, Heng

AU - Zhang, Wenyang

N1 - This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

PY - 2023/3/14

Y1 - 2023/3/14

U2 - 10.1007/s40304-022-00321-7

DO - 10.1007/s40304-022-00321-7

M3 - Article

SN - 2194-6701

JO - Communications in Mathematics and Statistics

JF - Communications in Mathematics and Statistics

ER -