research
∙
12/28/2022
Statistical inference for high-dimensional spectral density matrix
The spectral density matrix is a fundamental object of interest in time ...
share
research
∙
12/05/2022
Local Quadratic Spectral and Covariance Matrix Estimation
The problem of estimating the spectral density matrix f(w) of a multivar...
research
∙
01/06/2022
Ecce Signum: An R Package for Multivariate Signal Extraction and Time Series Analysis
The package provides multivariate time series models for structural anal...
research
∙
04/06/2021