Robust estimation of covariance and correlation functions of a stationary multivariate process - CentraleSupélec Access content directly
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hal-01578459 , version 1 (29-08-2017)

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Higor Cotta, Valderio A. Reisen, Pascal Bondon, Wolfgang Stummer. Robust estimation of covariance and correlation functions of a stationary multivariate process. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58. ⟨hal-01578459⟩
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