Partial Coherence Estimation via Spectral Matrix Shrinkage under Quadratic Loss

DOI10.1109/TSP.2016.2582464zbMath1414.94540arXiv1511.07030MaRDI QIDQ4621028

A. T. Walden, D. Schneider-Luftman

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07030

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series ⋮ Local Whittle estimation of high-dimensional long-run variance and precision matrices ⋮ Spectral analysis of high-dimensional time series

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