On the convergence of the spectrum of finite order approximations of stationary time series (Q2350656)

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On the convergence of the spectrum of finite order approximations of stationary time series
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    On the convergence of the spectrum of finite order approximations of stationary time series (English)
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    25 June 2015
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    wide sense stationary time series
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    autoregressive estimate
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    moving average estimate
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    spectral density
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    Wold decomposition
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    time average variance constant
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