A shrinkage estimator for spectral densities (Q5503385)

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scientific article; zbMATH DE number 5492479
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A shrinkage estimator for spectral densities
scientific article; zbMATH DE number 5492479

    Statements

    A shrinkage estimator for spectral densities (English)
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    15 January 2009
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    hierarchical model
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    Laplace method
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    model averaging
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    smoothing
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