James-Stein estimators for time series regression models (Q855910)

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scientific article; zbMATH DE number 5078276
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James-Stein estimators for time series regression models
scientific article; zbMATH DE number 5078276

    Statements

    James-Stein estimators for time series regression models (English)
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    7 December 2006
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    James-Stein estimator
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    least squares estimator
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    Gaussian stationary process
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    mean squares error
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    time series regression model
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    regression spectrum
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    residual spectral density matrix
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