Work

Shrinkage estimation in the frequency domain of multivariate time series

Year: 2008

Type: article

Source: Journal of Multivariate Analysis

DOI: 10.1016/j.jmva.2008.09.009

Authors: Hilmar Böhm, Rainer von Sachs

Institution: UCLouvain

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2067934082

FWCI: 1.082

Cites: 35

Cited by: 33

Related to: 10