Nonlinear Wavelet Threshold Estimation of Time‐Varying Covariance Matrices in a Log‐Euclidean Manifold.
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| Title: | Nonlinear Wavelet Threshold Estimation of Time‐Varying Covariance Matrices in a Log‐Euclidean Manifold. |
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| Authors: | Bailly, Gabriel1 (AUTHOR) gabriel.bailly@uclouvain.be, von Sachs, Rainer1 (AUTHOR) |
| Source: | Journal of Time Series Analysis. Sep2026, Vol. 47 Issue 5, p1044-1065. 22p. |
| Database: | Academic Search Ultimate |
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