Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method

Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method

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Bibliographic Details
Date:2021
Main Authors: V. V. Skachkov, V. V. Chepkij, A. N. Efimchikov, Ju. Korkin, A. A. Goncharuk
Format: Article
Language:English
Published: 2021
Series:Cybernetics and Systems Analysis
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001199859
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-4287
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spelling open-sciencenbuvgovua-42872024-02-25T15:46:19Z Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method V. V. Skachkov V. V. Chepkij A. N. Efimchikov Ju. Korkin A. A. Goncharuk 1019-5262 2021 en Cybernetics and Systems Analysis http://jnas.nbuv.gov.ua/article/UJRN-0001199859 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Cybernetics and Systems Analysis
spellingShingle Cybernetics and Systems Analysis
V. V. Skachkov
V. V. Chepkij
A. N. Efimchikov
Ju. Korkin
A. A. Goncharuk
Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
format Article
author V. V. Skachkov
V. V. Chepkij
A. N. Efimchikov
Ju. Korkin
A. A. Goncharuk
author_facet V. V. Skachkov
V. V. Chepkij
A. N. Efimchikov
Ju. Korkin
A. A. Goncharuk
author_sort V. V. Skachkov
title Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
title_short Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
title_full Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
title_fullStr Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
title_full_unstemmed Solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
title_sort solving the problem of generating stable and consistent estimates of the correlation matrix of observations by the dynamic regularization method
publishDate 2021
url http://jnas.nbuv.gov.ua/article/UJRN-0001199859
work_keys_str_mv AT vvskachkov solvingtheproblemofgeneratingstableandconsistentestimatesofthecorrelationmatrixofobservationsbythedynamicregularizationmethod
AT vvchepkij solvingtheproblemofgeneratingstableandconsistentestimatesofthecorrelationmatrixofobservationsbythedynamicregularizationmethod
AT anefimchikov solvingtheproblemofgeneratingstableandconsistentestimatesofthecorrelationmatrixofobservationsbythedynamicregularizationmethod
AT jukorkin solvingtheproblemofgeneratingstableandconsistentestimatesofthecorrelationmatrixofobservationsbythedynamicregularizationmethod
AT aagoncharuk solvingtheproblemofgeneratingstableandconsistentestimatesofthecorrelationmatrixofobservationsbythedynamicregularizationmethod
first_indexed 2025-07-17T11:02:21Z
last_indexed 2025-07-17T11:02:21Z
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