Shrinkage estimation in the frequency domain of multivariate time series (Q1006672)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Shrinkage estimation in the frequency domain of multivariate time series |
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
25 March 2009
0 references
multivariate time series
0 references
shrinkage
0 references
spectral analysis
0 references
regularization
0 references
condition number
0 references
0 references
0 references
