Structural shrinkage of nonparametric spectral estimators for multivariate time series
(2008) Electronic Journal of Statistics — Vol. 2, p. 696-721 (2008)
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Böhm, H., & von Sachs, R. (2008). Structural shrinkage of nonparametric spectral estimators for multivariate time series. Electronic Journal of Statistics, 2, 696-721. https://doi.org/10.1214/08-EJS236 (Original work published 2008)