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An optimal autoregressive spectral estimate - MaRDI portal

An optimal autoregressive spectral estimate (Q1152195)

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scientific article; zbMATH DE number 3720233
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English
An optimal autoregressive spectral estimate
scientific article; zbMATH DE number 3720233

    Statements

    An optimal autoregressive spectral estimate (English)
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    1981
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    optimal autoregressive spectral estimate
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    asymptotic lower bound
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    integrated relative squared error
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    order selection
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    AIC criterion
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    Identifiers