Shrinkage estimators of BLUE for time series regression models

DOI10.1016/J.JMVA.2023.105282MaRDI QIDQ6536685FDOQ6536685

Authors: Yujie Xue, Masanobu Taniguchi, Tong Liu 

Publication date: 13 May 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

BLUEshrinkage estimatorGaussian stationary processregression spectrumthe best linear unbiased estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

Cites Work

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• Higher-order asymptotic theory of shrinkage estimation for general statistical models

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