{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T10:14:01Z","timestamp":1740132841255,"version":"3.37.3"},"reference-count":21,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"funder":[{"name":"Swedish Research Council VR","award":["2017-04610","2016-06079","2021-05022"],"award-info":[{"award-number":["2017-04610","2016-06079","2021-05022"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Signal Process. Lett."],"published-print":{"date-parts":[[2022]]},"DOI":"10.1109\/lsp.2022.3226117","type":"journal-article","created":{"date-parts":[[2022,12,1]],"date-time":"2022-12-01T20:43:40Z","timestamp":1669927420000},"page":"2487-2491","source":"Crossref","is-referenced-by-count":1,"title":["Covariance Matrix Estimation Under Positivity Constraints With Application to Portfolio Selection"],"prefix":"10.1109","volume":"29","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-8268-0545","authenticated-orcid":false,"given":"Ghania","family":"Fatima","sequence":"first","affiliation":[{"name":"CARE, Indian Institute of Technology Delhi, New Delhi, India"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9041-9010","authenticated-orcid":false,"given":"Prabhu","family":"Babu","sequence":"additional","affiliation":[{"name":"CARE, Indian Institute of Technology Delhi, New Delhi, India"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7957-3711","authenticated-orcid":false,"given":"Petre","family":"Stoica","sequence":"additional","affiliation":[{"name":"Department of Information Technology, Uppsala University, Uppsala, Sweden"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1109\/JSTSP.2016.2577546"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/MSP.2017.2663138"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2014.2355779"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/ICASSP.2007.366877"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbaa018"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1007\/BF01651330"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2016.2601299"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511804441"},{"article-title":"CVX: Matlab software for disciplined convex programming, version 2.1","year":"2014","author":"grant","key":"ref18"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1023\/A:1017501703105"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1109\/LSP.2018.2805725"},{"journal-title":"System Identification","year":"1989","author":"soderstrom","key":"ref3"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2012.2190408"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2017.2757913"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2015.2474298"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2004.110"},{"journal-title":"Spectral Analysis of Signals","year":"2005","author":"stoica","key":"ref2"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.2202\/1544-6115.1175"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/LSP.2020.2996060"},{"key":"ref20","volume":"1","author":"bertsekas","year":"2009","journal-title":"Convex Optimization Theory"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-11339-0_4"}],"container-title":["IEEE Signal Processing Letters"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/97\/9686799\/09968090.pdf?arnumber=9968090","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,1,16]],"date-time":"2023-01-16T19:09:56Z","timestamp":1673896196000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9968090\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022]]},"references-count":21,"URL":"https:\/\/doi.org\/10.1109\/lsp.2022.3226117","relation":{},"ISSN":["1070-9908","1558-2361"],"issn-type":[{"type":"print","value":"1070-9908"},{"type":"electronic","value":"1558-2361"}],"subject":[],"published":{"date-parts":[[2022]]}}}