24 citations · 60 across the 8 of their papers we have counts for
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math.ST2015★ 16 cited
Partial Coherence Estimation via Spectral Matrix Shrinkage under Quadratic Loss
D. Schneider-Luftman, A. T. Walden
Partial coherence is an important quantity derived from spectral or precision matrices and is used in seismology, meteorology, oceanography, neuroscience and elsewhere. If the numb…
stat.AP2015★ 24 cited
An Efficient Approach to Graphical Modelling of Time Series
R. J. Wolstenholme, A. T. Walden
A method for selecting a graphical model for -vector-valued stationary Gaussian time series was recently proposed by Matsuda and uses the Kullback-Leibler divergence measure to…