@inproceedings{covarianceshrinkageforautocorrelateddata,
  title = {Covariance shrinkage for autocorrelated data},
  author = {Daniel Bartz and Klaus-Robert Müller},
  year = {2014},
  booktitle = {NeurIPS 2014 12},
  url = {http://papers.nips.cc/paper/5399-covariance-shrinkage-for-autocorrelated-data},
}