| Paper: | FIN-O.1.5 |
| Session: | Signal and Information Processing for Finance and Business |
| Location: | Verdun |
| Session Time: | Thursday, November 16, 11:00 - 12:30 |
| Presentation Time: | Thursday, November 16, 12:12 - 12:30 |
| Presentation: | Oral |
| Symposium: | Symposium on Signal and Information Processing for Finance and Business |
| Paper Title: |
ROBUST MAXIMUM LIKELIHOOD ESTIMATION OF SPARSE VECTOR ERROR CORRECTION MODEL |
| Authors: |
Ziping Zhao; The Hong Kong University of Science and Technology | | |
| | Daniel P. Palomar; The Hong Kong University of Science and Technology | | |
