Shrinkage estimation in the frequency domain of multivariate time series (Q1006672): Difference between revisions

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Shrinkage estimation in the frequency domain of multivariate time series
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    Shrinkage estimation in the frequency domain of multivariate time series (English)
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    25 March 2009
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    multivariate time series
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    shrinkage
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    spectral analysis
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    regularization
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    condition number
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