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Bayesian-like autoregressive spectrum estimation in the case of unknown process order - MaRDI portal

Bayesian-like autoregressive spectrum estimation in the case of unknown process order (Q3690723)

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Bayesian-like autoregressive spectrum estimation in the case of unknown process order
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    Bayesian-like autoregressive spectrum estimation in the case of unknown process order (English)
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    1985
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    vector autoregressive process
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    Bayesian technique
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    estimation of the parameters
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    prior
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