Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven shrinkage of the spectral density matrix of a high-dimensional time series |
scientific article |
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Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (English)
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27 January 2015
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