Pages that link to "Item:Q2243561"
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The following pages link to Shrinkage estimation for multivariate time series (Q2243561):
Displaying 5 items.
- A hierarchical approach to covariance function estimation for time series (Q2740034) (← links)
- Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes (Q2815613) (← links)
- The Stein–James estimator for short- and long-memory Gaussian processes (Q3597975) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- A shrinkage estimator for spectral densities (Q5503385) (← links)