Autoregressive spectral estimation in additive noise (Q3793583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive spectral estimation in additive noise |
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Autoregressive spectral estimation in additive noise (English)
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1988
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central limit theorems
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discrete-parameter stationary Gaussian autoregressive (AR) process
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spectral estimator
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high-order Yule-Walker equations
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joint asymptotic normality
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asymptotic expression for the covariance matrix of the limiting distribution
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