Signal extraction from nonstationary time series
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Publication:795458
DOI10.1214/aos/1176346512zbMath0542.62081OpenAlexW1966696278MaRDI QIDQ795458
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346512
conditional expectationconditional variancesignal extractionnonstationary time seriesstarting valuesmultivariate casenon Gaussian case
Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35)
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