Shrinkage strategies in some multiple multi-factor dynamical systems

Author: Nkurunziza Sévérien  

Publisher: Edp Sciences

E-ISSN: 1262-3318|16|issue|139-150

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.16, Iss.issue, 2012-07, pp. : 139-150

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Abstract