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Displaying 6 results.
    • Journal article
    Shrinkage estimation in the frequency domain of multivariate time series
    Böhm, Hilmar[UCL] von Sachs, Rainer[UCL] (2009) Journal of Multivariate Analysis — Vol. 100, no. 5, p. 913-935 (2009)
    • Dissertation
    Shrinkage methods for multivariate spectral analysis
    Böhm, Hilmar[UCL] (2008)
    • WorkingPaper
    Shrinkage estimation in the frequency domain of multivariate time series
    Böhm, Hilmar[UCL] von Sachs, Rainer[UCL] (2007)
    • WorkingPaper
    Classification of multivariate non-stationary signals : the SLEX-shrinkage approach
    Böhm, Hilmar[UCL] Ombao, Hernando[UCL] Sanes, J. von Sachs, Rainer[UCL] (2009)
    • WorkingPaper
    Structural shrinkage of nonparametric spectral estimators for multivariate time series
    Böhm, Hilmar[UCL] von Sachs, Rainer[UCL] (2008)
    • Journal article
    Structural shrinkage of nonparametric spectral estimators for multivariate time series
    Böhm, Hilmar[UCL] von Sachs, Rainer[UCL] (2008) Electronic Journal of Statistics — Vol. 2, p. 696-721 (2008)