Improved estimation for the autocovariances of a Gaussian stationary process (Q5423135)
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scientific article; zbMATH DE number 5206801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation for the autocovariances of a Gaussian stationary process |
scientific article; zbMATH DE number 5206801 |
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Improved estimation for the autocovariances of a Gaussian stationary process (English)
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31 October 2007
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autocovariance
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spectral density
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mean squares error
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empirical Bayes estimator
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James-Stein estimator
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shrinkage estimator
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