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Maximum entropy spectral analysis and ARMA processes (Corresp.) - MaRDI portal

Maximum entropy spectral analysis and ARMA processes (Corresp.) (Q3326670)

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Maximum entropy spectral analysis and ARMA processes (Corresp.)
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    Maximum entropy spectral analysis and ARMA processes (Corresp.) (English)
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    1984
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    ARMA processes
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    linear filtering
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    maximum entropy spectral analysis
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    discrete-time stationary processes
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    mixed autoregressive moving average model
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