基于混合频率数据的大维协方差阵的估计及其应用

刘丽萍

Estimation and Application Study on the Large Dimensional Covariance Matrix of Mixed-Frequency Data

LIU Liping

系统科学与数学 . 2017, (6): 1532 -1540 . DOI: 10.12341/jssms13207