Sample covariance shrinkage for high dimensional dependent data
Alessio Sancetta
| Year of publication: |
May 2006
|
|---|---|
| Other Persons: | Sancetta, Alessio (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
| Extent: | Online-Ressource, 25 S., Text |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 0637 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003328154