Spectral Estimation of the Multivariate Impulse Response (Q2968473)

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Spectral Estimation of the Multivariate Impulse Response
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    Spectral Estimation of the Multivariate Impulse Response (English)
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    16 March 2017
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    cross-spectral analysis
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    spectral factorization
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    impulse response estimation
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    information criterion
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    bandwidth choice
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