The prediction error of stationary Gaussian time series of unknown covariance
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Publication:5531526
DOI10.1109/TIT.1965.1053829zbMath0152.17502OpenAlexW2125796582MaRDI QIDQ5531526
Publication date: 1965
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1965.1053829
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