Multivariate spectral analysis using Cholesky decomposition (Q3429967)

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Multivariate spectral analysis using Cholesky decomposition
scientific article

    Statements

    title
    Multivariate spectral analysis using Cholesky decomposition (English)
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    author
    Ming Dai
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    Wensheng Guo
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    published in
    Biometrika
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    publication date
    20 March 2007
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    zbMATH Keywords
    Bootstrap
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    Multivariate time series
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    Smoothing spline
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62H12
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    zbMATH DE Number
    5135358
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