Multivariate Exponentially Weighted Moving Covariance Matrix

Douglas M. Hawkins, Edgard M. Maboudou-Tchao. Multivariate Exponentially Weighted Moving Covariance Matrix. Technometrics, 50(2):155-166, 2008. [doi]

Authors

Douglas M. Hawkins

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Edgard M. Maboudou-Tchao

This author has not been identified. Look up 'Edgard M. Maboudou-Tchao' in Google