Multivariate spectral analysis using Cholesky decomposition (Q3429967)
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scientific article; zbMATH DE number 5135358
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| default for all languages | No label defined |
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| English | Multivariate spectral analysis using Cholesky decomposition |
scientific article; zbMATH DE number 5135358 |
Statements
Multivariate spectral analysis using Cholesky decomposition (English)
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20 March 2007
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Bootstrap
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Multivariate time series
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Smoothing spline
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0.9410157
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0.86931944
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0.8642671
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0.8637645
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0.8603076
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