@article{highdimensionaldynamiccovariancemodels,
  title = {High-Dimensional Dynamic Covariance Models with Random Forests},
  author = {Shuguang Yu and Fan Zhou and Yingjie Zhang and Ziqi Chen and Hongtu Zhu},
  year = {2025},
  eprint = {2505.12444},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2505.12444v1},
}