Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> |
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Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (English)
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25 May 2016
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multivariate spectrum
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smoothed periodogram
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shrinkage estimator
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multivariate time series
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