Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686)
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scientific article; zbMATH DE number 6584898
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| English | Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> |
scientific article; zbMATH DE number 6584898 |
Statements
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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0.8752725
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0.87301385
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0.8704282
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0.86729753
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0.86235917
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0.8620514
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0.8609456
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0.86051965
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