搜索结果: 1-1 共查到“统计学其他学科 Multivariate time series”相关记录1条 . 查询时间(0.068 秒)
Structural shrinkage of nonparametric spectral estimators for multivariate time series
structural shrinkage nonparametric spectral estimators multivariate time series
2009/9/16
In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against...