TY  - JOUR
AU  - Teng, Long
AU  - Wu, Xueran
AU  - Günther, Michael
AU  - Ehrhardt, Matthias
TI  - A new methodology to create valid time-dependent correlation matrices via isospectral flows
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2020
SP  - 361
EP  - 371
VL  - 54
IS  - 2
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2019064/
DO  - 10.1051/m2an/2019064
LA  - en
ID  - M2AN_2020__54_2_361_0
ER  -