Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes (Q2815613)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes |
scientific article; zbMATH DE number 6599619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes |
scientific article; zbMATH DE number 6599619 |
Statements
29 June 2016
0 references
Gaussian stationary processes
0 references
shrinkage estimation
0 references
autocovariance
0 references
spectral density
0 references
mean squares error
0 references
Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes (English)
0 references
