Shrinkage estimation in the frequency domain of multivariate time series-Reference-Cited by-同舟云学术

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Shrinkage estimation in the frequency domain of multivariate time series

Published:2009-05 Issue:5 Volume:100 Page:913-935
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Böhm Hilmar,von Sachs Rainer

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference23 articles.

1. Time Series. Data Analysis and Theory;Brillinger,1975

2. Spectral Analysis and Time Series;Priestley,1981

3. Time Series: Theory and Methods;Brockwell,1987

4. Time Series Analysis and its Applications;Shumway,2000

5. Discrimination and clustering for multivariate time series;Kakizawa;Journal of the American Statistical Association,1998

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1. Learning Multi-Frequency Partial Correlation Graphs;IEEE Transactions on Signal Processing;2024

2. Graphical models for nonstationary time series;The Annals of Statistics;2023-08-01

3. An Algebraic Estimator for Large Spectral Density Matrices;Journal of the American Statistical Association;2022-11-02

4. Flow patterns identification of horizontal oil-water two-phase flow based on multivariate variational mode decomposition-Hilbert Huang Transform;2022 34th Chinese Control and Decision Conference (CCDC);2022-08-15

5. Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series;Journal of Computational and Graphical Statistics;2021-03-01

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