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"Shrinkage estimation in the frequency domain of multivariate time series."

Hilmar Böhm, Rainer von Sachs (2009)

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DOI: 10.1016/J.JMVA.2008.09.009

access: open

type: Journal Article

metadata version: 2021-02-17

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Hilmar Böhm, Rainer von Sachs:
Shrinkage estimation in the frequency domain of multivariate time series. J. Multivar. Anal. 100(5): 913-935 (2009)

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