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Shrinkage estimation for multivariate time series

Crossref DOI link: https://doi.org/10.1007/s11203-021-09248-2

Published Online: 2021-07-18

Published Print: 2021-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Liu, Yan https://orcid.org/0000-0002-7079-6644
Tanida, Yoshiyuki

Taniguchi, Masanobu
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (20K11719, 18H05290)
License Information

Text and Data Mining valid from 2021-07-18

Version of Record valid from 2021-07-18
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Article History

Received: 28 November 2020

Accepted: 21 June 2021

First Online: 18 July 2021