Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo

Hester Huijsdens, David Leeftink, Linda Geerligs, Max Hinne

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DOI: 10.3390/e26080695
Published: 2024-08-16
Container: Entropy
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/e26080695,
  title = {Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo},
  author = {Hester Huijsdens and David Leeftink and Linda Geerligs and Max Hinne},
  year = {2024},
  journal = {Entropy},
  doi = {10.3390/e26080695},
  url = {https://doi.org/10.3390/e26080695}
}

RIS

TY  - JOUR
TI  - Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo
AU  - Hester Huijsdens
AU  - David Leeftink
AU  - Linda Geerligs
AU  - Max Hinne
PY  - 2024
JO  - Entropy
DO  - 10.3390/e26080695
UR  - https://doi.org/10.3390/e26080695
ER  -

APA

Huijsdens, H., Leeftink, D., Geerligs, L., & Hinne, M. (2024). Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. Entropy. https://doi.org/10.3390/e26080695

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crossref · retrieved 2026-09-25T05:12:40.107Z