Ghania Fatima, Prabhu Babu, Petre Stoica. Covariance Matrix Estimation Under Positivity Constraints With Application to Portfolio Selection. IEEE Signal Process. Lett., 29:2487-2491, 2022. [doi]
@article{FatimaBS22,
title = {Covariance Matrix Estimation Under Positivity Constraints With Application to Portfolio Selection},
author = {Ghania Fatima and Prabhu Babu and Petre Stoica},
year = {2022},
doi = {10.1109/LSP.2022.3226117},
url = {https://doi.org/10.1109/LSP.2022.3226117},
researchr = {https://researchr.org/publication/FatimaBS22},
cites = {0},
citedby = {0},
journal = {IEEE Signal Process. Lett.},
volume = {29},
pages = {2487-2491},
}