@article{PS_2012__16__139_0, author = {Nkurunziza, S\'ev\'erien}, title = {Shrinkage strategies in some multiple multi-factor dynamical systems}, journal = {ESAIM: Probability and Statistics}, pages = {139--150}, publisher = {EDP-Sciences}, volume = {16}, year = {2012}, doi = {10.1051/ps/2010015}, mrnumber = {2946124}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2010015/} }