Shrinkage estimation in the frequency domain of multivariate time series (Q1006672)
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scientific article; zbMATH DE number 5532884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation in the frequency domain of multivariate time series |
scientific article; zbMATH DE number 5532884 |
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Shrinkage estimation in the frequency domain of multivariate time series (English)
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25 March 2009
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multivariate time series
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shrinkage
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spectral analysis
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regularization
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condition number
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