# Automatic Optimal Batch Size Selection for Recursive Estimators of Time-Average Covariance Matrix

> Research article (Journal of the American Statistical Association, 2016) · cited 12× · AI/ML

**Wikidata**: [openalex:W2409813760](https://www.wikidata.org/wiki/openalex:W2409813760)  
**Source**: https://4ort.xyz/entity/automatic-optimal-batch-size-selection-for-recursive-estimators-of-time-average-covariance-matrix
