Fig. 1From: Robust estimation of time-dependent precision matrix with application to the cryptocurrency marketDynamics of the estimated correlation coefficient. The parameters are estimated at 10 points, that is, \(t^*=50, 150, 250, \ldots , 950\). Each row corresponds to a bandwidth, that is, \(h=100, 200\), and 400, whereas each column corresponds to a contamination rate, that is, \(\epsilon =0.1, 0.2\), and 0.4Back to article page