The Stein–James estimator for short- and long-memory Gaussian processes (Q3597975)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stein–James estimator for short- and long-memory Gaussian processes |
scientific article |
Statements
The Stein–James estimator for short- and long-memory Gaussian processes (English)
0 references
29 January 2009
0 references
long-memory process
0 references
mean squared error
0 references
short-memory process
0 references
spectral density matrix
0 references
Stein-James estimator
0 references
