Pages that link to "Item:Q1006672"
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The following pages link to Shrinkage estimation in the frequency domain of multivariate time series (Q1006672):
Displaying 9 items.
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals (Q641159) (← links)
- Classification of multivariate non-stationary signals: the SLEX-shrinkage approach (Q993820) (← links)
- Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes (Q1950876) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- Spectral analysis of high-dimensional time series (Q2326992) (← links)
- Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686) (← links)
- An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (Q2816696) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)