James-Stein estimators for time series regression models
type: Item
instance of: scholarly article
title: James-Stein estimators for time series regression models
zbMATH Open document ID: 1101.62079
author: Motohiro Senda
author: Masanobu Taniguchi
published in: Journal of Multivariate Analysis
publication date: 2006-12-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5078276
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: least squares estimator
zbMATH Keywords: Gaussian stationary process
zbMATH Keywords: mean squares error
zbMATH Keywords: time series regression model
zbMATH Keywords: regression spectrum
zbMATH Keywords: residual spectral density matrix
MaRDI profile type: Publication
full work available at URL: j.jmva.2005.08.011
OpenAlex ID: W1996990889
cites work: Q5631966
cites work: Q3660706
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cites work: Q5612941
cites work: Uniform convergency for weighted periodogram of stationary linear random fields
cites work: Q3185327
cites work: Q3237829
cites work: The Stein–James estimator for short- and long-memory Gaussian processes
DOI: 10.1016/J.JMVA.2005.08.011
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description: scientific article; zbMATH DE number 5078276