Pages that link to "Item:Q1951770"
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The following pages link to Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770):
Displayed 6 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)
- 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)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- An Algebraic Estimator for Large Spectral Density Matrices (Q6154009) (← links)