@article{constructinganalyticallytractableensembl,
  title = {Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Data},
  year = {2015},
  eprint = {1503.01584},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1503.01584v2},
}