Shrinkage estimation in time series using a bootstrapped covariance estimate (Q4352566)
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scientific article; zbMATH DE number 1057506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation in time series using a bootstrapped covariance estimate |
scientific article; zbMATH DE number 1057506 |
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Shrinkage estimation in time series using a bootstrapped covariance estimate (English)
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13 November 1997
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estimate of covariance
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Box-Jenkins ARIMA model
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inter-series dependence
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shrinkage estimators
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bootstrapping
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scale parameter
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simulation studies
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mean squared error
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Pitman nearness
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