悬赏 5 个论坛币 已解决
1. Dai, M. and Guo, W. (2004), Multivariate spectral analysis using Cholesky decomposi-tion, Biometrika, 1, 629-643.
2. Rosen, O. & Stoer, D.S. (2007). Automatic Estimation of Multivariate Spectra via Smoothing Splines, Biometrika, 335-345