Shrinkage estimation for multivariate time series (Q2243561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation for multivariate time series |
scientific article |
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Shrinkage estimation for multivariate time series (English)
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11 November 2021
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shrinkage estimation
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multivariate stationary processes
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shrinkage function
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sample mean
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James-Stein estimator
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spectral density matrix
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