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

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q271845
Property / author
 
Property / author: Rainer von Sachs / rank
Normal rank
 

Revision as of 09:03, 12 February 2024

scientific article
Language Label Description Also known as
English
Shrinkage estimation in the frequency domain of multivariate time series
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references