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Structural shrinkage of nonparametric spectral estimators for multivariate time series

Bibliographic reference Böhm, Hilmar ; von Sachs, Rainer. Structural shrinkage of nonparametric spectral estimators for multivariate time series. In: Electronic Journal of Statistics, Vol. 2, p. 696-721 (2008)
Permanent URL http://hdl.handle.net/2078.1/90998