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Authors: | Erik Scharwächter, Fabian Geier, Lukas Faber, Emmanuel Müller |
Group: | Distributed Computing |
Type: | Inproceedings |
Title: | Low Redundancy Estimation of Correlation Matrices for Time Series using Triangular Bounds |
Year: | 2018 |
Month: | May |
Location: | Melbourne, Australia |
Resources: | [BibTeX] [Paper as PDF] |