High-dimensional autocovariance matrices and optimal linear prediction (Q2340876)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional autocovariance matrices and optimal linear prediction |
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High-dimensional autocovariance matrices and optimal linear prediction (English)
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21 April 2015
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autocovariance matrix
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time series
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prediction
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spectral density
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