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Spectral analysis of high-dimensional time series - MaRDI portal

Spectral analysis of high-dimensional time series (Q2326992)

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Spectral analysis of high-dimensional time series
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    Spectral analysis of high-dimensional time series (English)
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    11 October 2019
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    frequency domain time series
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    high dimension
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    functional dependency
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    smoothed periodogram
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    sparse precision matrix estimation
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