Search Machine Learning Repository: @incollection{NIPS2014_5399,
    Publisher = {Curran Associates, Inc.},
    Author = {Daniel Bartz and Klaus-robert Müller},
    Url = {http://papers.nips.cc/paper/5399-covariance-shrinkage-for-autocorrelated-data.pdf},
    Booktitle = {Advances in Neural Information Processing Systems 27},
    Title = {Covariance shrinkage for autocorrelated data},
    Editor = {Z. Ghahramani and M. Welling and C. Cortes and N.d. Lawrence and K.q. Weinberger},
    Year = {2014},
    Pages = {1592--1600}
   }