Asymptotic study of the density associated to a filter of infinite order (Q1326942)

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scientific article; zbMATH DE number 589775
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Asymptotic study of the density associated to a filter of infinite order
scientific article; zbMATH DE number 589775

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    Asymptotic study of the density associated to a filter of infinite order (English)
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    17 July 1994
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    Gaussian case
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    linear filter
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    density estimation
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    Kullback information
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    empirical maximum likelihood
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