Multivariate Exponentially Weighted Moving Covariance Matrix

@article{Hawkins2008MultivariateEW,
  title={Multivariate Exponentially Weighted Moving Covariance Matrix},
  author={Douglas M. Hawkins and Edgard M. Maboudou-Tchao},
  journal={Technometrics},
  year={2008},
  volume={50},
  pages={155-166}
}
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