This is a preview. Log in through your library . Abstract The auto-cross covariance matrix is defined as $\mathbf{M}_n=\frac{1} {2T}\sum_{j=1}^T\bigl(\mathbf{e}_j ...
SIAM Review contains articles that are written for a wide scientific audience. Articles include expository or survey papers focusing on important advances in applied or computational mathematics, or ...
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