The inverted complex Wishart distribution and its application to spectral estimation (Q1150966): Difference between revisions

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Latest revision as of 11:51, 13 June 2024

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The inverted complex Wishart distribution and its application to spectral estimation
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    The inverted complex Wishart distribution and its application to spectral estimation (English)
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    1980
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    inverted complex Wishart distribution
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    spectral estimation
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    multiple time series analysis
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    periodogram
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    prior distribution
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    posterior distribution
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