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Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' - MaRDI portal

Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340877)

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Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction''
scientific article

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    Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (English)
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    21 April 2015
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    linear prediction
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    covariance matrix estimation
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    spectral density function
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