Pages that link to "Item:Q3429967"

The following pages link to Multivariate spectral analysis using Cholesky decomposition (Q3429967):

Displaying 13 items.

• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach (Q872082) (← links)
• Spatial interpolation of high-frequency monitoring data (Q1018619) (← links)
• Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
• Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability (Q1951552) (← links)
• Fast Bayesian inference on spectral analysis of multivariate stationary time series (Q2101377) (← links)
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
• Intrinsic Data Depth for Hermitian Positive Definite Matrices (Q3391252) (← links)
• Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159) (← links)
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series (Q5397954) (← links)
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
• A new non‐parametric cross‐spectrum estimator (Q6134631) (← links)