Efficient estimation of multivariate moving average autocovariances (Q3860700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of multivariate moving average autocovariances |
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Efficient estimation of multivariate moving average autocovariances (English)
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1980
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efficient estimation
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periodogram
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autocovariance
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generalized least squares
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moving average model
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multiple time series
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spectral density
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