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Property / author: Peter J. Brockwell / rank
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Property / author: Peter J. Brockwell / rank
 
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Latest revision as of 13:52, 5 March 2024

scientific article
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English
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scientific article

    Statements

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    1988
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    Gaussian likelihood
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    linear process
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    spectral density estimation
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    simulation
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    identification
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    zero-mean second order process
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    best linear mean-square predictor
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    mean squared errors
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    ARMA (p,q) process
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