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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]

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