ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

A new methodology to create valid time-dependent correlation matrices via isospectral flows

Long Teng, Xueran Wu, Michael Günther and Matthias Ehrhardt

ESAIM: M2AN, 54 2 (2020) 361-371

Published online: 12 February 2020

DOI: 10.1051/m2an/2019064

Long Teng

Xueran Wu

Michael Günther

Matthias Ehrhardt

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