The inverted complex Wishart distribution and its application to spectral estimation (Q1150966)

From MaRDI portal





scientific article; zbMATH DE number 3714756
Language Label Description Also known as
English
The inverted complex Wishart distribution and its application to spectral estimation
scientific article; zbMATH DE number 3714756

    Statements

    The inverted complex Wishart distribution and its application to spectral estimation (English)
    0 references
    0 references
    1980
    0 references
    inverted complex Wishart distribution
    0 references
    spectral estimation
    0 references
    multiple time series analysis
    0 references
    periodogram
    0 references
    prior distribution
    0 references
    posterior distribution
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references