@article{efficientcovarianceestimationfromtempora,
  title = {Efficient Covariance Estimation from Temporal Data},
  author = {Hrayr Harutyunyan and Daniel Moyer and Hrant Khachatrian and Greg Ver Steeg and Aram Galstyan},
  year = {2019},
  eprint = {1905.13276},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1905.13276v2},
}