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zbMath1342.60054MaRDI QIDQ2815613

Yoshihiro Suto

Publication date: 29 June 2016

Full work available at URL: http://www.jams.or.jp/scm/abstract/e-2014/2014-14.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

shrinkage estimation spectral density autocovariance Gaussian stationary processes mean squares error

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Stationary stochastic processes (60G10)

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