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Latest revision as of 10:57, 20 June 2024

scientific article; zbMATH DE number 4117706
Language Label Description Also known as
English
An approach to the nonstationary process analysis
scientific article; zbMATH DE number 4117706

    Statements

    An approach to the nonstationary process analysis (English)
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    1987
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    spectral density estimation
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    nonstationary time series model
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    nonstationary process
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    autoregressive model
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    constraint on the autoregressive coefficients
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    change of spectrum
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    hyper-parameter
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    minimum ABIC
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    Akaike Bayesian Information Criterion
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    Numerical examples
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