Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions

Marcos Escobar, Benedikt Rudolph, Rudi Zagst. Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions. ACM Transactions on Mathematical Software, 42(4):33, 2016. [doi]

@article{EscobarRZ16,
  title = {Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions},
  author = {Marcos Escobar and Benedikt Rudolph and Rudi Zagst},
  year = {2016},
  doi = {10.1145/2834115},
  url = {http://doi.acm.org/10.1145/2834115},
  researchr = {https://researchr.org/publication/EscobarRZ16},
  cites = {0},
  citedby = {0},
  journal = {ACM Transactions on Mathematical Software},
  volume = {42},
  number = {4},
  pages = {33},
}